Helping people with computers... one answer at a time.
Windows has an accessibility feature that's very easy to turn on by mistake that changes the behavior of your shift key and others.
Help! My Shift key is stuck!
Have you ever gotten so frustrated with your computer that you just start randomly pounding on the keyboard or perhaps a particular key?
Yeah, me too.
And that's likely the source of the problem here. No, Windows isn't getting even with you, though it might seem that way. It actually thinks you've asked it to do something.
Windows XP includes what are known as "accessibility options" that are designed to make the computer more usable by people with various physical challenges. (Prior Windows versions include similar functionality but I'll focus on the XP specifics here.) Several of those options relate to the keyboard and are fairly easily enabled.
Let's say you're frustrated with your work and start pounding on the shift key (or as was my case alternately pounding on both shift keys). If Windows sees the shift key pressed five times in a row it assumes you're asking for a feature called "Sticky Keys". This feature makes the Shift, Alt, Ctrl and Windows keys toggle instead of needing to be held down. Windows does throw up a confirmation dialog, but that's easy to miss if you're still pounding your keys and happen to hit Return.
Maybe you're not that violent. Perhaps you're just lost in thought as your finger slowly descends on the Shift key. 8 seconds later Windows thinks you've asked for something called "Filter Keys" which is a way to ignore brief keystrokes or repeated keystrokes. If it's the Num Lock key you've held down for 5 seconds, Windows will ask you about something called "Toggle Keys" which beeps a tone whenever you press Caps Lock, Scroll Lock or Num Lock.
To be fair, Windows does try to ask before turning on one of these features, but if you hit Return by mistake and the feature gets turned on, it can be frustrating to try and continue to get work done if you didn't realize what happened. And that of course can lead to more keyboard pounding.
The good news is that they're easy to turn off and it's also easy to turn off the detection that got you into trouble in the first place. If your keyboard is in one of these strange states, I suggest using the mouse and selecting: Start -> Settings -> Control Panel -> Accessibility Options. The default panel that comes up will in fact be for the keyboard options. There you can turn off whatever happened to have been turned on. While you're there for each of the three options, press Settings, and uncheck Use Shortcut. Now Windows will no longer misinterpret your random keystrokes.