A key came out of a shaft on the conveyor. The injured employee shut down the number 2 line, removed the guard to access the key, replaced the key, reinstalled the guard, and started the machine. He noticed the conveyor making a noise. He then removed the guard with the system running and determined a need to put grease on the chain. With a gloved right hand, he applied grease to the chain with his right index finger. His finger got pinched between the sprocket and the chain.