I got the idea from this link and decided to make my own one.
You don't need any special skills or tools for this as it is quite easy to make.
I found all my stuff at my local store for a total of 15$
Step 1: What you need
Bottle whit cap
Piece of thin hard wire
Piece of paper
Knife or scissors
I got lucky and found a bottle whit a heart shape, but you can buy any shape you like or find. The bottle in not the important part of the gift, the key is. You have to bare in mind that your key needs to fit through the bottle's hole.
The bottle cap has to be made of plastic at the bottom, like mine, or a cork so you can pierce it.
Find a key you like. There are quite a few on eBay or in a local store. Look for key chains, or for jewelry like pendants. I got my on a key chain.
Step 2: Attaching the key to the bottle cap
Leave a bit of the chain so the key hangs deeper in the bottle.
If you didn't get a bit of chain like I have, you can use a piece from an old pendant or a simple piece of thread will do.
Now take the piece of wire, bend it to a "U" form, put the chain through, and pierce the bottle cap in the middle.
If you don't have a piece of thin hard wire you can use a staple from a stapler or something similar.
Now you have a key in a bottle!