Estás utilizando WM_KEYDOWN y como consecuencia:
http://msdn.microsoft.com/en-us/library/ms646280.aspx
Una posible solución sería utilizar WM_SYSKEYDOWN:
http://msdn.microsoft.com/en-us/library/ms646286.aspx
CitarPosted to the window with the keyboard focus when a nonsystem key is pressed. A nonsystem key is a key that is pressed when the ALT key is not pressed.
http://msdn.microsoft.com/en-us/library/ms646280.aspx
Una posible solución sería utilizar WM_SYSKEYDOWN:
http://msdn.microsoft.com/en-us/library/ms646286.aspx