Assuming you've not previously hacked your Kenwood Keg, you will want to be sure to check the option in VorTechS' Hack Tools to install the non-hacked VW firmware, just to get you up and running. To be clear, of course, you then need to put the DMS in your Keg to flash it with the VW firmware. (Refer to page 46 of your Phatbox/Keg manual, assuming you have it, for the flashing procedure.) With luck, that should be all there is to it.
Eventually, of course, you should hack your Keg/Phatbox, so you can either upgrade the DMS drive or replace it if it fails, but one thing at a time.