I get the idea that you dragged and dropped the keys into your inventory... which doesnt activate them.
left click on the keys so that the message "battle field * has been unlocked" or something very similar appears with each key you click on. If you click on battle field 5 key, it will unlock all the battle field 1 - 5 dungeons (so only 6 will be locked still). Clicking on key 3 after that wont affect it, they will all still be unlocked... Needless to say if you have battlefield 6 key, you do not need to activate any others, since all of them will be unlocked.
In act 1 there are only 3 dungeons in the battlelfield. From act 2 - 4 (and 5 / aftergame) there are 6 dungeons.
Hope this helps.
<img src="/ubbthreads/images/graemlins/wave.gif" alt="" /> Welcome to the forum