In reply to Robert Lavin:
If you haven't used them my strong advice would be to take them straight back to the retailer and swop them for some Shimano SPD-SLs. The quality of the Keo pedals is dismal, I tried faithfully to stick with them for three years and got fed up with the wear to the cleats and top surfaces, the wear to the walking pads on the cleats, the play that developed in the bearings and the final straw, the plastic pedal bodies actually unscrewing from the axles and dripping off mid ride. In the end I prevented this by glueing the threads with Bostik but I wrote to the UK distributor to complain about the generally poor quality and received a reply from the brand manager that said "I use them and I think they are OK".
We sent back the third set to Wiggle for a credit and exchanged them for SPD-SLs and haven't looked back since. The quality of the Shimano pedals is far superior, they are wearing well (i.e not wearing) and the platform is broader, meaning better support and safer walking to the cafe. The soft polymer walking pads are also wearing better and not pulling out. The construction is of better quality too and the clipping action identical to Keos.
Oh, and the tension can't be adjusted on the Keo Easy.