are you just trying to put in the key for the first time bc it pops up the box but you cant actually type in it?
If so, (i had that prob) I have found that you CAN copy paste into that box. nfi why you cant type in it, but jsut type the key in another windows, cut, copy, and be happy
if not, the path under windbows (assuming its same) is
current_user,softwere,valve,half-life,settings
That key is not created until you put the key in the before metioned box.