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It's not a good idea to use your owner key anywhere, unless you need to. The active key should be used for anything else if its required. If you verify it's really Steemconnect, the active key should be used if you have it. A lot of people will use their master password but it's pretty insecure because that includes the owner key.

Only the owner key can change the owner key, so if the password were compromised, your account is essentially owned by someone else. This makes getting your account back harder and not guaranteed, as you have to rely on your account's recovery account. Which will be @steem, owned by Steemit, if you used the Steemit faucet to create your account).

Thank you so much, that's what I thought, but everyone seems to use d-live to post videos since dlive has the steem features. So do I just create a dlive account and somehow associate it with my steemit account?
Sorry to be so lame, just being overly careful with my steem credentials, I kinda like steemit and don't want to compromise it.

I haven't used it but it appears the way it works is you use your active key with Steemconnect, which then adds the @dlive.app account to your posting authority. This would in effect make you a Dlive account, and you can use the service using your account through their website.