Software keys are used for a number of things. Sometimes if you download a piece of software, entering the key will unlock all of it's advanced features. In this case you will have to pay for the key from the software supplier. In the case of downloading software from Kazaa, which is in fact illegal, the software key is to prevent you from using it. If you had purchased the softeare legitimately you would have received the key with it, but since you've downloaded it you likely can't use the program or some of it's more advanced features. There are ways of getting around this but I'd probably be banned from this site for telling you.