Bob, there are a couple possibilities here. First can you move any of the screws? A 'newer' (2010 to present; 2009 and earlier they used a through the top screw fin system) Ronix Koal will have 6 FCS or FCS -style plugs, each with a 3/32 hex top grub or set screw. The fin key or tool is generally made of softer material than the screws and it often gets worn more quickly then the screws get stripped. If you cannot move any of the screws then your tool/wrench/key is likely the problem. If you have a 3/32 hex driver or Allen wrench then try it.
Another possibility, is that during construction and finishing, resin or other gunt can get in the set screw opening, making it difficult to seat the fin key, thus making it difficult to turn the screw.
If you bought the board local, then by all means take it or the fin key back to the store and ask for some assistance. If not, I can send you out replacement fin keys, etc. no worries.