Indigo on Ubuntu14.04 problem;point 1.3 set up your keys means?

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The 1.3 step is referring to setting up keys for authenticating packages with the apt-get package manager using the apt-key utility. Basically if you skip this step, then every time you try and install ROS packages, your system will ask you if it's okay to install untrusted packages.

The error you placed in the question is likely completely unrelated. Apt-get (as well as aptitude, dpkg, synaptic, and likely others) use a "lock" system to ensure that the package manager can't be started if there is already an instance running (to avoid conflicting operations happening at the same time). Steps to try and fix the error:

1. Try running your command again without doing anything. Perhaps the process that originally caused your error is now finished.
2. If that doesn't work, there could be other instances of apt-get running that you are unaware of, or some program using the lock that you don't realize (like the Ubuntu software center). Try rebooting the computer and then try the command again. Or could also try the command sudo lsof /var/lib/dpkg/lock that could tell you if there is a process running that is using the lock file. If there is, you should see a printout telling you what the PID of the process is. You could manually kill this process using kill -9 PID.
3. If you are still getting the same error message, there could be something wrong with the lock file itself. If you get to this step, the fixes are slightly more drastic. Edit your original post, and let us know that the above things did not work.