Don't really know what the problem is, but you can check what value is entered for the key through regedit.
go to start -> run -> regedit
> in there go to the folder:
> My Computer\HKEY_CURRENT_USER\Software\Valve\Half-Life\Settings
> in the cdkey is stored in there. to change it simply double click "Key",
> which is toward to bottom.
See if the value is the same as the CD Key you think you entered, you can also manually enter your CD key there.
Well, that's where it is stored for Half-Life. CS retail, which I suppose is what you have, is probably somewhere close by.