In traditional symetric cryptography this problem wasn't an issue as it was implicitly assumed that the secure method of transport of the key also guaranteed key authenticity.
The simplest solution for this problem is for the two users to meet face-to-face and exchange keys, however for systems where there are a large amount of users or the users do not know each other (for example with internet shopping) this is not practical.
The most common solution to this problem is the use of certificates and PKI, however many people find this unsatisfactory due to its complex infrastructure requirements and its high bandwidth/storage requirements.
Because of this developing new key authentication methods is an active area of research in cryptography.
See also: ID-based cryptography, Self-Certifying Keys.