MVC3 – Error setting up Controller with Entity framework

The steps I go through…

• Add new ADO.NET Entity Data Model > Generate from DB > Setup new connection string to adventureworks db > Next > Select table "DatabaseLog" > Finish. Verify DatabaseLog is visible in the edmx view.

• Right click controller > Add controller

• Template
  Controller with read/write actions and views, using Entity

• Model class
  AdventureWorksDWEntities

• Context
  New data Context > Accept default name

• View
  Razor

• Click Add.

Produce Error:
"Unable to retrieve metadata for 'DatabaseDocumentor.models.AdventureWorksDWEntities'.

• System.Data.Edm.EdmEntityeType: EntityType 'AdventureWorksDWEntities' has no key defined. Define the key for this entitytype.

• System.Data.Edm.EdmEntitySet: EntityType: EntitySet 'AdventureWorksDWEntities' is based on type 'AdventureWorksDWEntities' that has no keys defined.

I tried again using AdventureWorks (not AdventureWorksDW) and this time it worked. But, I still don't understand what to pick when generating a controller. I have 3 options:

Template
Here I picked Controller with read/write actions and views, using Entity. This is easy enough to understand. I want to have my tables generated for me so I pick this option.

Model
This is what I want to model. In this case I want to model the "Department" table. So I choose Department.

Context
This one is real fuzzy to me. I chose *Name*Entities. This is the value in the web.config connection strings area. Why do I need to choose my connection string as the context? I only know context as "an object that I use to get to my entities" in C#. So, here it's hard for me to visualize. Do I need to always choose my connection string for the context?