The key lock/key did not come with this unit. I may contact Nova about this, but I'm so pleased with this unit that I'm not even sure I want to bother them.
Check your mail soon Asa I ran into the same situation as you, but NOVALasers sent me my safety key/lock and a letter yesterday explaining the goof up. Kudos to NOVALasers for fixing the problem before I even asked!