What version of Cadkey/KeyCreator are you using? The older versions of Cadkey had a strange export routine that will take some explaining. With KeyCreator all you have to do is select File>Export>IGES>select the entities, then give it a name and a location to save.
We are using KeyCreator 9.0.3. After exporting an IGES file, Espirit just wont recongnize it. Strange. We have been using Espirit for years along with KeyCreator and never had this issue.