1. I'm getting 'Invalid Object Name KeyGen' exception
Sooda needs a way to generate primary keys for objects long before they are committed to the database. There's a special table that manages the keys. It's called KeyGen and the declaration is:
create table dbo.KeyGen (
	key_name varchar(64) primary key not null,
	key_value int not null
After you create this table and grant the database user the correct permissions, your problems should be gone.
2. I'm getting 'ObjectsAssembly has not been set for this SoodaTransaction.' exception. What should I do?
You're getting this exception because you've not told Sooda where to look for the assembly that contains objects factories. See here for an explanation.