When you are in the main game, what number shows up for the 'enter BF' icon? Alternately, if you kept a key in your inventory, what level is shown when you click on it?
The number of keys you find doesn't matter; it is their level that determines your access.
The level 1 and 2 dungeons in act 2 are south of the eastern end of the merchant area. If you explored further east or north, the first couple entrances you found could have been for higher level dungeons. From the merchants, head south, then east until you can go further south and follow that path as it turns back west, then south and east to the level 1 dungeon.
It couldn't hurt to check for updated drivers for your sound card.
Try lowering your hardware sound acceleration a notch (click Start | Run, type in dxdiag and hit Enter, then switch to the sound tab). If that doesn't do anything (after a reboot), try disabling it completely.
