Battery in the fob could be low. Try replacing it and see if it works better.
If I remember correctly the range is ~21" or so. If I stand with my left side (key pocket) away from the car I will be out of range sometimes, but I've never had the message while inside the car.
My ex-GF's G35 would have issues sometime when her fob was in her purse. Maybe take the fob out of your purse?