Try using BACKTAB for Ctrl+shift+tab in your OKL command:

On Key Label BACKTAB wait window "test" timeout 1

>I'm having a problem that is specific to VFP 8.0. I have a modal form that has a button that when clicked brings up a modal report preview window. Pressing CTRL+TAB or CTRL+SHIFT+TAB in the report preview window switches focus to the next available window, which in this case is modal window that called it. Now, this is obviously NOT a good thing, and things start to get hosed after that.
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>CTRL+TAB isn't really such a problem, since I can disable CTRL+TAB using ON KEY LABEL before previewing the report, however, the ON KEY LABEL command just gives me a syntax error when trying to disable CTRL+SHIFT+TAB.
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>on key label CTRL+TAB * && works
>on key label CTRL+SHIFT+TAB * && gives syntax error
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>This is easy to reproduce, and the report command is a simple one, it doesn't use the IN WINDOW clause (nor do I want it to), just REPORT FORM somereport PREVIEW
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>If anyone out there knows how I can disable CTRL+SHIFT+TAB before opening a modal report preview window please let me know.
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>Thanks..........Murray