All,
  I ran last night and it went well. The one question I have is, this:
  I had 3 players, one got 6 XPs, one got 8 XPs and one got none. After going back and looking at his keys, I see he should have received 2. When I asked him about hit, he said that character advancement wasn't important to him at all.

  Is this a problem? That he is not using keys as a driver for his character? Its even more confusing because during chargen, he had the one character with the most drive and inertia. Now it is sort of wallowing. But I can't tell if this is a one time thing or the beginning of a pattern.

  Should I take action to nip this in the bud or let it slide and see if the player gets more jazzed as the game progresses?

Mmmm,

not caring about character advancement may not be a problem, but would seem to indicate that he is happy with the character and doesn't want to change it.  This could be a potential problem in a drama given game.  My advice would be to start to challenge the status quo - give him options to change, physically, mentally and socially, and make keeping the status quo costly.  (Would/could also be worth talking to the player about this).  Does he normally build characters in stasis, or flux?  Perhaps he has just reached enlightenment (taken the character as far as he wants to - at least for the moment).

Rich,
  Well, this is the first time I have GM'd him and the first time he has played in like 18 years or something. So, based on that I can't tell where this is going.
  I guess what I am asking is, is there any value in promoting the idea of using keys to this player or should I let them discover it on their own. We are running a short campaign (around 10 sessions I think), so I am not sure he has time to discover "what is fun about TSOY" without a little prodding. But I don't want to nag him if Keys aren't the core of whats fun about TSOY, know what I mean?

My choice as the Story Guide here would probably be to let the player make his own choices, but also keep the mechanical consequences above-board. So not dealing with the other characters developing without him being present and that sort of thing. Also, I'd tempt him a bit with change and development, but not so much as to make him feel bad about it. Something like one very, very special Secret that would have a lot of narrative impact - and he can't get the impact without getting the Secret, really. Or he can get the Secret by going into debt (as I suggest in Solar System), but then he's stuck with that penalty dice for using his new Secret. So some small tempting, but nothing major. For example, without knowing anything about the character, he might get an opportunity to apprentice for a Khalean bard, who might teach him a perfect chord. Ideally you'd choose something that would be cooler than the player expects, as perhaps he's not expecting that characters can get the cool stuff in this game.

In principle it is a valid player choice to let his character stay put experience-wise. If the player were proficient in the system and had proven his ability before, and were happy with the situation, then I'd have no problem at all with this. Of course I'd play hard as anything to test the character's resolve in whatever values he'd decided to hold onto, but in principle characters need not collect one point of experience for me to be happy with it.

However, I should also mention that in my experience many roleplayers are pretty slow to warm up. I wouldn't be surprised if your problems in this regard were something that disappears on its own in the next session or the one after that, especially if you keep throwing the player openings to act in the game and generally make choices. I've met many players who simply don't know what their characters want in the first session of the game.

Then again, another set of behavior that fits these symptoms is conflict-aversion - if the player is interpreting the xp gathering as a race, then he might be saying that he doesn't care about it to protect his ego. It might even be that he only got this impression of a race after the game started and feels that he got a bad start due to not realizing the facts of the matter earlier. So better pretend to not be in the race at all. If something like this is going on, then the best course of action might be to support the player's seeming choice of playing his character slow, perhaps pointing out the place in the rules where I write that it's a valid choice to play it slow. What you're really supporting here is the player getting validation for collecting xp slowly, not "getting out of the race" altogether, so slowly the player will pick up the pace and find his natural rhythm as he realizes that it's not a race after all.

Lots of possibilities, difficult to say what's going on without being there and knowing the guy. Probably a combination of keeping the Key thing up and providing exciting opportunities for character growth won't go badly amiss. "Keeping the Key thing up" in my case wouldn't be a didactic sermon about how the players should play, but more just musing about things out loud and congratulating players about working their Keys, things like that.

Eero,
  Thanks for the quick reply.
Here is the character:
http://casualgamerscorner.pbwiki.com/ShanesCharacter

  As you can see, it is a pretty well defined opening concept. He wants to eliminate slavery in Ammeni (and the rest of the world if possible). And he is not afraid to get blood on his hands to do it.

  I am guessing it just hasn't clicked for him and you are right, I just need to be patient.

Dave,

I'm curious how this situation turned out in the end. Did the player stick to his guns or changes his ways? What kinds of Story Guide things did you try?

Paul,
 This campaign wrapped up two weeks ago.
  It went very well, by my estimation.

  I think there were a couple of things at work here:
1) The player was trying something new. He usually didn't make single-minded characters like this. So, he really had to find his way through a new character, a new set of rules and a new GM.
2) He had a more "traditional" mindset and was not used to making his keys part of his stakes, etc. Or, in general, taking responsibility for a larger part of the story.
3) He was hesitant to play for XPs or give himself XPs (he didn't want to look like a cheater or power gamer).

  Well, I lucked out, this was the kind of player that is not afraid to do a little self-analysis and/or talk about gaming. So, I was able to talk to him and give him some inspiration (like that these sorts of single-minded characters all have a driving force "Justice" or whatever and to try and frame his actions with that sort of theme. That seemed to help a lot.

  Also, once we stumbled across a Ability Check where the player and the character both had a real investment in the outcome, I was able to slow down the IIEE and talk about each step and how he could ask for what he wanted and not just what his character was doing. Once this happened, he was able to line it up and get 15 XPs in one scene.

  And, once that clicked, he was able to be much more proactive in the scenes.

  It took a little time, but mostly that was because I didn't want to ruin the fun by being too critical of others' play. After all, he wasn't being disruptive, he just wasn't using all of the game's features.

  And that is the advice I would give to any SG, don't force it.

  Also, if you are going to do IIEE as it is described in the old book, I found that it was harder for me to describe the scenes in narratively-rich ways. I had to keep adjusting my own play to include better descriptions of what happens.

  And getting players to describe what they are trying to accomplish instead of what task they are trying to succeed at was challenging at times. But that came naturally, eventually, once the players realized that I wasn't going to pull the rug out from under them if they did 'fess up to what they wanted for their characters.

  I sort of rambled there, did that answer your question?