He doesn't need to have auto-key turned on if he's keying frames manually with "key selected". The steps he gave above should work. I just threw together a quick scene with a couple primitives and a spotlight....intensity keyed just fine.

What puzzles me is the "lighting a scene with no geometry" bit. What exactly are you trying to light? My advice, just add a quick primitve to your scene and use that as a reference so you can see the keyed intensity.

Anyway, all you have to do is this (if it doesn't work I don't know what to tell you):

1. Select the light...click frame 1 and click "intensity" in the channel box. Right-click, and "key selected." The box should turn orange.

2. Go to your end frame and select it. Adjust the intensity value. Key-selected again.

Should work.