If only the Hideez Key-2 was stolen, but your computer and your phone are with you, then remove the key fob from the Hideez Safe programs. Do not use the "Delete my account" command, since you will allow using your Hideez Key-2 as a new device. No one can connect to or use your devices if they do not know the password of your account. The Web server and the key are protected from attempts to guess the password.
If the Hideez Key-2 was stolen together with an attached device, you will need to change the password on your Hideez account. After Hideez Safe programs are restarted, they will not be able to log in to the server and therefore will not be able to use the key fob.