pc-select-map shadows the work of init-post-mswindows-win for (shift delete), (shift insert), and (control insert) with the older, x- names. This is okay for x-kill-primary-selection and x-copy-primary-selection, which are just obsolete aliases. But yank-clipboard-selection now only does x-yank-clipboard-selection in the x device-type case. On NT4, one gets an undefined function. Unless I'm missing something, it's just a matter of removing the x-'s from these three top-level bindings in pc-select.el.