The latest version is broken, even if you do follow the guide. I have reverted back to 3.3.7 and it is working.
Troy W here is what you do (when it is fixed). Download the zip. Unzip it on your desktop or laptop. Go into the unzipped folder and navigate to the folder you just unzipped: /wp-rocket/inc/functions/. Locate the file “options.php”. Right click on it and choose open with and then choose notepad.
You want to locate this section (use find and search for rocket_valid_key)