Please give me a little more details so I can help you better. When you say you got a "key," do you mean the Product Key for the new Beta? If so, you have to follow steps in the E-mail, I don't remember downloading anything. I will go in to more detail once
you tell me whether or not this is what we're talking about. Because if not, I'm talking about something completely different. :)
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Sorry to see you are having trouble. Go look for the "Console Registration" App in your Apps. Open that App up. Follow the instructions, once you are done with that it should take about 2 days for the actual download to happen on your Xbox.