first: go to the weapon smiths house (the one that's all alone, somewhere by rocket town i think....i'm not sure. he'll tell u that dio has it.
second: go to gold saucer, enter the battle arena section and enter the trophy room thing. he'll won't give you the key unless you survive the battle arena. you can win the first fight and leave, and he'll still give you the keystone. try to get out of gold saucer, they'll say the lil transport thing is out of order, so you decide to spend the night at the inn. you go on a date with whoever... and then you see cait sith run off with the key, you chase him around, he gives the key to the shinra, everything's all good, we get outta here.
third: temple is south west of fort condor (as seen on the map). you can just go ahead and enter and you'll walk up into the place and u'll see tseng and he'll give you the keystone to activate everything. there ya go.
you probably didn't need all of that, but i guess i like to talk and share what i know, lol.