"Slightly Nonsense" issue

I'll go straight to the point - I cannot get past the first level of "Slightly Nonsense". The thing is - the door does not get opened, once I get to the glowing circle (a.k.a. "the key"). I dunno if that's supposed to happen or not, but from what I've seen and read it does not appear like it. Any ideas why it may be happening?

see the symbol below the "lock"? It means you have to find (at least) 6 stars. which are in the levels where there's a star on the level select screen image thing.

Aaah, so that's what these stars are all about...thanks for clarifying, Paula