If the key was cut by the dealer using the vin number, the key sould fit the door locks.
Compare the old and new keys and if they match, just take the new key to a qire buffing key and give it a gentle buff and re-try in the doors (do it several times so that get the fit without turning it into an "old key").
If the keys do not match, go back to the dealer and have them correct it.
I just did this on my 98 (new ignition, 1 door lock and some new keys) and got the key code number from the dealer but bought the keys, ignition and door lock from a locksmith/alarm company and everything matched. Also at 1/3rd the price of the dealer - ignition, door lock, 3 keys and labour $68. 00.
The door panel I can't really help as I have never done a 3rd gen, but they are relatively simple, just have a good look at the panel to make sut=re all screws have been removed (they may be in the hand pockets as well) and as you carefully remove it, what the wires for mirror and power controls.
Also, do not re-use the plastic panel clips, it will drive you nuts if you do and the new ones are cheap and make the panel installation easier than trying to re-align the bent or damaged old ones.
Experiance - just another term for realizing and overcoming your insanity
HP