KeyDown event stops firing when holding down arrow key and pressing the shift key.

Question

I have a windows form on which I'm capturing and handling the keydown event for arrow keys. It works perfectly, however while holding down, if I press shift, the keydown event stops firing for the arrows. If I release and repress the arrow keys while still holding shift it works fine and modifier does show shift key as being pressed. What causes the initial shift press to stop the keydown from firing for the arrow keys and is there a way around it?