Then i pressed the green button, "Download keys" choosed "Marys Keybundle"
and then it said "downloading" for so long that i gave up and turned off.
this means you don't have a coonnection. Downloading takes some seconds and a "success" message is given at the end.
You should telnet to your DB.
Have a look here
http://www.doom9.org/index.html?/DigiTV/dbox-howto.htm
and remember that you must set the DNS adrees of your internet provider in the DB, if you want to be able to download.