Hi Marcos,
"Don't have" and "haven't got" my keys are pretty much interchangeable. For my ear, "don't have" sounds a little bit nicer, and is perhaps more technically correct given that "haven't got" implies some sort of receipt of the keys.
But, as I said, in everyday language, these are interchangeable, and no-one will wrinkle their nose if you use the "wrong" one. For me, I choose whichever one pops into my head, or seems to fit into the flow of the language better at the time. So just go with the one you feel is more comfortable!