Hey there!
The keywords you enter into SEOmoz are the words and phrases you'd like to track your rankings for on the various search engines. You'll ideally want to include them in your page in some fashion.
I would suggest you run a few custom On-Page report cards for your sites. That will show you a break down of how well your page is optimized for your keywords and help you avoid keyword stuffing. 
Cheers,
Joel.
