Jesper,
Sounds like a problem I was having. XFree86 4 was assigning values to
the shifted function keys. Could you email the results from the
following:
xmodmap -pk | fgrep F1
Thanks,
Sean MacLennan
P.S. If you are adventurous, try the following command and see if
shifted F1 starts working: xmodmap -e "keycode 67 = F1"