I had to google this so I thought I'd put up the answer:
Sticky keys is something in windows that makes it so that you can do stuff like press shift-s as two keystrokes, for people with disabilities. It can be a bit of a PITA if it's turned on when a normal person is trying to do something like hit alt-fs to save their work.
Here's how to turn it off:
http://www.microsoft.com/enable/trai...tickykeys.aspx
In Control Panel:
Select Accessibility Options.
It's in there.
Enjoy.
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It got turned on for me when I was playing N!
http://www.thewayoftheninja.org/n.html