Guys,
For simple things like a chuck key it's ok to use simple heat treating procedures but do realize, you won't really know how hard the final product is. And by no means should you attempt to harden "critical" pieces without the proper equipment and knowledge of the procedures...
For a chuck key (I assume this is a lathe chuck) the square socket on the chuck is made of good material and most certainly hardened to Rockwell 40 or 50 (just guessing). You want the key to be a little softer so you don't wear-out the socket over time. I suspect you can get away with just heating-up the last inch or so of the key.
Make the key and use something like 1045 which has enough carbon where you won't have to worry about decarburizing or using a pack hardening compound. Don't bother using something like A36 construction steel or 1018, 1020 etc. Next use a couple propane blow torches and set the piece in a vise with the torches aimed at the top inch or so of the tip you want hardened. Technically speaking, if you have say a 3/8 or 1/2" shaft, it will be hard to heat the metal to the full recommended temperature (but it will be close enough) this way because the remainder of the shaft is conducting-away the heat faster than 2 hand held propane torches can saturate the part with heat. After 10-15 minutes, you'll probably be able to get it glowing to a medium to bright red color. Let it stay at that color for at least a few minutes. Don't do this in a windy area as that only helps conduct heat faster from the unheated shaft part.
Using a pair of tongs or pliers, grab the piece and dunk it in a pot of water and shake it around a lot. If you're using about a half quart of water in a pan, you can add about 2 good handfuls of baking soda. This will help raise the boiling point of the water. Boiling water is not good because the bubbles are super-heated steam which prevents the water from coming into contact and sucking the heat rapidly out of the part.
If you happen to have a piece of 4140 (or similar) follow the above directions and use about a pint of transmission fluid instead of water or brine water. The amount of liquid you use is important as there needs to be enough volume to absorb all the heat quickly. Don't do this with just a few ounces of fluid.
Test the piece with a hand file to see if it hardened. If not, it means you didn't have a 1040 (or similar) material or, you didn't get it hot enough or, the quench water got too hot. The part ideally needs to go from 1550F to (ideally) 250F during the quench -and it needs to happen within 10-15 seconds. Anything short of that -and all you're doing is wasting propane. -Try again, you can do it over until you get it right.
If you got the piece really hard, it's good to temper it. This will prevent it from cracking and also prevent it from being harder than the socket material. Warm the part (slowly if you can) in a toaster oven or with a blowtorch to about 500-600 degrees. For these purposes, just warm it up to this temperature and let it cool.
The very outer edges of the treated area will be soft and crumble away. The area underneath will be hard. Since the part is small in diameter, the hardness will go down a good way -but it really depends on the material you used. In either case (1045 or 4140) it will be more than just a case hardening.
Ray
PS: Don't use the A or W tool steels. You can't get them hot enough with a propane torch to do any good (unless you're hardening a very thin rod). Oxy/Propane or Oxy/Acy, yes. Pure propane or LNG, no...