I'm not sure I can help with so little information...
I just now requested a new key for myself, and it worked like normal, no problem. Are you sure you've got correct information in the other boxes on your Settings screen?
One of the problems with DROD, though, is it displays the red X icon when there are connection problems other than an invalid key. For example,
here's a bug that silver reported for the RPG that may be active in TCB as well. If for whatever reason, your DROD computer can't find a connection to the CNet server, it might display the red X icon.