Can't help you on the no removal keys problem - why not buy some, they're only £3 or something?
I stuck mine behind the aircon unit - seems to be a bit of room behind there. Then just routed the wire down underneath the cup holders and up through the ash tray.
I'd recommend a longer lead though as the one that comes with it is a bit short.
Oh, and be careful removing the plastic cover underneath the aircon unit, the clips on it are pretty flimsy (if you're a cack handed monkey like me).