Yes you do need a key. Turn the heat up, let the pressure begin to build, and start at the radiator farthest from the boiler/furnace. Insert the key into the bleeder? and turn counter clockwise, and air will hiss, then water will come out. Make sure you have something to catch the water underneath. You can pick up the bleeder key at hardware stores like Ace, and they can also give you advice on how to go about doing it.