Gurobi uses environment variables for multiple configuration purposes. For example, to specify where to look for a license file, you must set the variable GRB_LICENSE_FILE.
You can set an environment variable by adding a line to your .bashrc file:
For csh shell users, you should add the following to your .cshrc file:
setenv GRB_LICENSE_FILE /usr/home/jones/gurobi.lic
You should of course set the variable to point to the actual location of your license key file.