Ok, so, I have been going though the totorials, and am just doing Clutter and so on, and I would like to try and set a door up so that it needs a key to work. Now, what I want to know is this: Is there a way to duplicat objects in the Object window, so I can make my own key that will only work with the dungens door?

Two ways to do this, that I know of:
1) Right click a key in the object window and click on duplicate (I don't like this because afaik you can't control the EditorID)
2) Open up a key's record, change the EditorID (labelled as ID) to what you want and click on OK. The CK should then ask you if you want to create a new form because you changed the EditorID. Click on yes. Customize the key however you want.