What we meant was...
What happens when you open the Market app, press Menu, press Search, type "dark keys" without the " characters into the search box, press on correct app that appears, then press Install, just like you would with any app you install on Android.
HOWEVER, I now see your problem. It's no longer on the Market. After a bit of research it seems that Dark Keys stopped working when Android 1.6 was released (what version are you using?), so it was removed from the Market.
If you have found a copy online, note that it may not work on 1.6 or above, so use at your own risk. You can install apps without using the Market so long as you have a copy of the .apk file - that's the Android application, a bit like a .exe on Windows (and before I get flamed by other geeks, yes I know it's really a renamed .jar file which is really a .zip file). You then need to allow your phone to install apps from other sources by pressing Home -> Menu -> Settings -> Applications -> Unknown sources (turn this on). Connect your phone to your computer via a USB cable, slide down the notification bar on your phone, and press the USB entry and Mount your drive. You will then get new drive appearing on your PC which is your SD card in your phone. Copy the .apk file to this drive (doesn't matter where on the drive). Then you will need a file manager application. I use OI File Manager, but Linda is also good, so go to the Market on your phone, and install either of these apps as you would normally. Run the file manager on your phone that you just installed. Navigate to your SD card and find the .apk file you copied onto it from your PC. Press on it, and you should have some option to run or install it or something like that. Dark Keys should now appear in your list of apps.
To uninstall apps that you've installed like this, you have to go to Home -> Menu -> Settings -> Applications -> Manage applications -> find the app you installed and press it -> Uninstall.