Not so sure if i understood this correctly....
You got to the first battle field, with dungeon 1 unlocked... (fine with that)
Are you still in act 1? with more battlefield keys? (in which case when you now go back to the battle field, dungeon 2 and 3 will be unlocked.) Each key unlockes a dungeon in the Battle field... To get to the battle field for the first time in each Act, you need at least 1 key.
If you are in act 2 battlefield (after you escape the citadel), then you also need a key for each dungeon in the battlefield.
hope this is what you were looking for (as for you finding the keys in the wrong order.... oops, i also never do things the right way around) makes it more fun <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" />