Right outside the galactic hq, talk to the grunt and then looker will come and give you the storage key. The building in front of you is not the warhouse though, you have to go around to the upper left hand corner of the town and there will be the warehouse where the "Looker" will be there to unlock the door inside for you. i had this same problem and i was trying to use the key for the wrong door the whole time!
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You find it in the team galactic storage area.
The Storage Key opens the Galactic Warehouse in Veilstone City. It is dropped by a Galactic Grunt in Veilstone City after you beat Jupiter at lake Acuity.
You can only get the secret key in Pokemon Platinum
platinum is coming to America in 2009 ask someone in japan
i think the key is "ENTER"