Shoutbox

onClipEvent(keyDown) {
    trace(Key.getCode());
}

^^ should just say whatever key you press in the output window.

To make something happen when a key is pressed you have to use

if (Key.isDown(Key.LEFT)) {
        <<do something>>
    }

EDIT: I can't see why you'd get errors if you did the same as in that second tutorial, is the Movie Clip named properly? (For instance he uses 'square' in his example - Step 2)

EDIT2: Also he provides the .fla at the end of the tut so it's probably a good idea to download that and make sure you're doing things the same, and to just get a better feel for what he's doing.