Hi, Wing...

By default, the F10 key pressing activates VFP System menu.
You can solve you problem by the following:
Put on form's Init() event code:
ON KEY LABEL F10 DO your_procedure.
"your_procedure" can be either procedure or a method of
the form:
ON KEY LABEL F10 DO your_form_name.your_method() (where
your_form_name is the name of the SCX file, not the form's
name property).

As for F11 and F12, you also can use above-mentioned approach.
But, form's KeyPress() event on my computer
reacts on their pressing. May be these keys have some assigment
made by the operating system of your computer.