As a result, when uploading or downloading you are actually uploading and downloading a folder structure, and a lot of files.
To make things trickier, OSX and Safari understand the special nature of Keynote “bundles”. The Finder will treat the folder bundle as a presentation, and if you try to upload one to My Docs Online via Safari, it will be grayed out (you can’t select it for upload).
If you use FireFox, you can select the “presentation” but it won’t upload, because it isn’t really a file.
However, if you use the Transporter to upload the presentation it will upload the entire bundle (all folders and files).
Then, when you want to download the presentation to another Mac, use the Transporter again to “download folder” and the result will be a working Keynote presentation.
For more detail about the technical aspects of Keynote, see this very technical piece: