Its the problem of the drivers ...the keyboard must have come with the drivers cd try installing that...Becoz That particular pop up is for external display...by default key is {function key + F4} on my laptop,or might be some other key in differnt keyboards...
Windows 7 keyboard drivers must be recognizing it as shift+P....
So, in my opinion this is a cent percent driver conflict....
Try..googling for the drivers of the keyboard... OR try changing the keyboard for testing...