I think you missed testing on a real computer 🙂
No, what you did was correct!
I now tried on both of my 2 Windows installations. Both are WinXP SP2. Both use native windows mouse- and keyboard-drivers (no Logitech and such 'smart' thing here!). It happens on one of those PC's (my 'mini') – Not the other.
So this is system dependent. And may be a rare thing as this 'mini' is a pretty special thing – with a VIA Nehemiah processor. Both PC's have an ordinary VIA chipset and use common 4-in-1 driver sets for the mainboard.
Is this behaviour CPU microcode dependant?
Let it open for a while and let us see if other users report same thing.