I seem to remember your having had this problem before.
Make sure you have done this (from MaG's walkthrough):
Skipbrot Cultural Center: Go back to where you talked to Dagny - at the Ancestors' Festival area.
Go forward to the other end under the archway and see the crow's nest at center of yard.
Read the notice about renting a snowmobile from Sno-Mo on the post at right.
I don't think you can get the key until you have read that notice.