I just installed Wordfence Version 3.8.9 onto Wordpress 3.7.1. I encountered what seems to be a common problem:
"Wordfence could not get an API key from the Wordfence scanning servers when it activated. You can try to fix this by going to the Wordfence "options" page and hitting "Save Changes". This will cause Wordfence to retry fetching an API key for you. If you keep seeing this error it usually means your WordPress server can't connect to our scanning servers. You can try asking your WordPress host to allow your WordPress server to connect to noc1.wordfence.com."
I went to Options and hit Save Changes, and I deactivated/reactivated the plugin. No change. I then ran the connection testing utility near the bottom of the Options page and got this result:
"Wordfence connectivity tester
DNS lookup for noc1.wordfence.com returns: 69.46.36.8
STARTING CURL http CONNECTION TEST....
Curl connectivity test passed.
STARTING CURL https CONNECTION TEST....
Curl connectivity test passed."