rigging problem

Hy guys I just started rigging with Blender and I have a big problem.
I created the skeleton and parented it to my character. Everything is working fine except some of the bones, that i couldn’t key framing. I can move them perfectly, but it seems like they don’t have transforms data, at least it doesn’t showed. When i try to key framing them (ik.hand, middle finger, shoulder) an error window pops up, and it says: No suitable context info for active keying set.
What I did wrong? Please help…

upload a blend and I’ll check it out.

another thing you can try is using the auto keyframing.