Hi there,
If you'd like to use your CD keys to register the game on Steam, you can do so, and that will take care of a lot of things with updates, etc. The reason your key might not be working is because you might be plugging in the Zenith Remnant key into the base game slot? I'm not sure. You ought to have two keys: one for the base game of AI War, and one for TZR.
The simplest way to get the latest stuff is to just enter the AI War one on Steam to activate it there, and then enter the TZR key to add that on top of it (you can't do that one until the base game is activated there).
If that is turning out to problematic for you, then please email us at arcengames at gmail dot com and we will get you fixed up. If you have your keys or any sort of proof of purchase you can send, that would be helpful.
Thanks, and sorry for your inconvenience here!