The UK and North American English versions of the game do not use a CD key that gets typed in during install. The copy protection message referring to a CD key is a poorly worded error, most often caused by having the install CD (disk 1) in the drive rather than the play CD (disk 2).
The Australian English version uses a different copy protection, which does require a CD key.
If you are using disk 2, try a different optical drive, if possible (the copy protection can decide that it will only work on one of the available drives).