If you are buying HIVE from an exchange, then all you need is to put your Hive username in the field to withdraw to. Your Hive username is your wallet address. For sending TO your username/wallet you don't need any keys or passwords.
(Note: The procedure is a bit different if you want to send HIVE to your balance on an exchange - in that case you will send HIVE to the exchange's Hive account and you will also add a memo which the exchange will give you, so that the exchange can direct the funds to your exchange balance.)
If at some other time you want to send FROM your wallet, then you need to put in your private active key (although we have tools like Hivesigner and Hive Keychain which create their own passwords once you set them up so you don't have to share your sensitive active key).
Hope this helps.
RE: Which key to use for sending funds in?