It does not matter which order you click on the BF keys. The level 6 key has opened both the level 5 and 6 dungeon (each key will open all the dungeons up to its level if they have not already been opened), so you don't really need the level 5 key any more.
It would probably be better to do the level 5 dungeon first, simple because there are probably lower level monsters there, and if you get too high a level above your opponents, you stop getting experience points for defeating them.
