NServiceBus v3.3.5 still uses RavenDb v1, unfortunately I can't find much doco about the use of APIKeys in Raven v1, the only thing I found is http://ravendb.net/docs/1.0/server/bundles/authentication
The link above states that you need the "Authentication Bundle", do you have this installed?
On the other hand, NServiceBus v4 uses RavenDB v2, and from reading this page, it should be easy to set it up. NServiceBus v4 beta has just been released, see http://nservicebus.com/