The keys should've been installed when you installed the RPMFusion .rpm file, you did this didn't you?
To confirm you can use this command:
$ yum repolist|grep rpmfu
rpmfusion-free RPM Fusion for Fedora 14 - Free 411
rpmfusion-free-updates RPM Fusion for Fedora 14 - Free - Updates 642
rpmfusion-nonfree RPM Fusion for Fedora 14 - Nonfree 181
rpmfusion-nonfree-updates RPM Fusion for Fedora 14 - Nonfree - Updates 282
If it hasn't been installed then you can install the appropriate .rpm like this for example:
$ sudo rpm -ivh \
http://download1.rpmfusion.org/free/fedora/rpmfusion-free-release-17.noarch.rpm
See this page for other .rpm files for the various Fedora and CentOS versions. Make sure to install the appropriate one for you release.
Lastly make sure that you've imported the RPM GPG key correctly for RPMFusion. To re-install the key you can use these commands. Take notice that these are for Fedora 19, make sure you install the correct key for your release as well.
$ sudo rpm --import \
http://sourceforge.net/projects/postinstaller/files/data/RPM-GPG-KEY-rpmfusion-free-fedora-19
$ sudo rpm --import \
http://sourceforge.net/projects/postinstaller/files/data/RPM-GPG-KEY-rpmfusion-nonfree-fedora-19