Argh, an autopian's nightmare. I hate key mark removals...
Can you place your finger nail in the scratch? Or, can you see the primer under the color coat? If so, wax isn't going to help.
If the mark is down to the primer, I recommend purchasing one of those touch-up pens or using a toothpick with your regular touch-up paint. Apply color in the scratch, and not around it. [Therefore, don't use the brush in the paint bottle!] Let it dry, and reapply another coat. You'll want the touch-up paint to be level with the untouched paint. Once you get it 'about right,' use a light cleaning wax and/or light polishing compound to clean the area, and then apply a coat or two of wax on top of it. It won't be 100% the same since there will be no clear coat on top of the touch-up paint, but it'll be much better than it was.
If the mark is just a clear coat scratch (the color coat remains), use a light to medium polish only on the keyed area. Follow this up with a finishing polish (re-glosses the area) and then a good cleaner wax. Finally, apply your favorite topper wax.
It can be done yourself; however, especially if the mark is only in the clearcoat, a good detailing or body shop can buff it so that it is much less noticeable, and in some cases, can completely remove any trace of the idiot's handiwork.
Good luck.