Quick follow up:
I tried to install a "key", and here's how it went:
[root@localhost ~]# rpm --import http://dag.wieers.com/packages/RPM-GPG-KEY.dag.txt warning: cannot get exclusive lock on /var/lib/rpm/Packages [root@localhost ~]# rpm --import /home/dave/Desktop/RPM-GPG-KEY.dag.txt warning: cannot get exclusive lock on /var/lib/rpm/Packages
*sigh*
I'll give Fedora this much: The first command I ran after installing was yum -y update, and it just worked.
Dave