Make sure you release ALL the pressure from inside the keg, then lift the handle on the lid (so the feet that are on the keg, on either side of the lid, are off the keg top) and then push down. If the lid seems stuck, tap it with your hand towards one end to see if that will break the seal. You then rotate the lid 90 degrees horizontally, and it will come out (push towards one side and the other end will be able to come up)..
As for the connections, one side of the keg should say in (or gas) and the other out... The pin lock quick connects will only go on one of the posts. If they don't go on easily, try to other post. The base of the pin lock QD's are either gray or black. Black is for BEER...
I've not purchased one of the kits from KC, but I would assume the lines are all fitted with swivel nuts and such. Connect the red line to the gas (grey) QD and then to the regulator. The tap will go to the clear line, to the black QD.
If all else fails, email/call KC and ask for assistance. I've found them very helpful using either method. I've spoken with Todd (Todd Burns from KC) more than a few times and emailed him more. There are others there that I've spoken with when needed and they're always very helpful. One of the reasons why I continue to purchase from them, as well as recommend them as a vendor/supplier...