If you are still using .net 1.1 you might be interested in this post service pack 1 hotfix for System.Windows.Forms.dll released by Microsoft (thanks to Jochen Kalmbach for the info).
From the info page:
"The following issues are fixed in this hotfix package:
Description of the .NET Framework 1.1 hotfix package: December 10, 2004
FIX: You may experience unexpected behavior when you press TAB or ENTER in a Windows Form on a computer that is running the .NET Framework 1.1 S885446
FIX: Menu mnemonics fire on the wrong forms in a multiple-document interface (MDI) Windows Forms application "