Near the beginning of the movie in Winkie's, Dan (facing us) and Herb (sitting across from him) discuss Dan's dream about the person behind the restaurant. This scene actually depicts a dream of Diane, in which Dan represents Diane, and Herb, who is speaking to Dan in a condescending manner, is Dan's psychotherapist. In reality, however, Dan is Diane's psychotherapist. This dream represents the fulfillment of Diane's wish that her therapist, Dan, undergo the same condescension which she has been suffering under him.
At a much later point in the movie than the scene with Herb and Dan, but earlier chronologically, Diane is in the same Winkie's she dreamed about (above left), making an arrangement with a hit man to do away with Camilla. This scene depicts reality, not a dream. The blue key the hit man is holding, and which is later left for Diane, is a key to the back door of the blue van we saw earlier in the movie parked near Pink's (above right). The back of the van looks like it has been broken into, or hit in a accident, so the hit man doesn't need the blue key anymore, since the lock is broken. Thus, it's available for him to give to Diane.
While Diane is arranging things with the hit man, she happens to look over and see her psychotherapist standing at the register. The therapist, who just happens to be in Winkie's at the same time the hit's being arranged, overhears the conversation, and he realizes that his patient (or former patient), Diane, plans to have an actress killed. The therapist then notifies the police of the planned hit, and the police start looking for Diane. Note the chronology of events here: Diane saw the therapist in Winkie's, then later, she had the dream about him.
