The most likely reason for this is that you haven’t registered your half secret with us (see here: “How do I set up my API keys?”) or that you registered your key instead of your secret. You should also make sure that you submitted the first half of your secret and not some other part.
Please also check if you are entering the full API key and the full secret at the login window as this is needed to authenticate at the exchange.
If you continue to get a “key not registered” error message, please contact support@margin.de or click the intercom chat bubble and ask for help!