Microsoft Bluetooth Mobile Keyboard 6000 is a great keyboard for both Mac and PC. Both also have phenomenon of a delay between pressing an initial key and the keyboard responding. This is not a problem of lost keystrokes once you start typing. They keyboard is terrific, ergonomic and responsive. Its that first keystroke, once an area of the screen gets the focus...

Under Windows 7 and Vista, this is adjustable by changing the "Filterkeys" setting. This appears to be part of the Accessibility settings for Microsoft keyboards and mice, which are a good thing, but can still cause annoyance if not set right. Go to control panel -> Ease of Access Center -> Keyboard and look for Filterkeys setting.

For more information, consult this knowledge base article: http://support.microsoft.com/kb/894040

For more ad hoc solution: if you press a key and there is no response, generally if you click the mouse somewhere and then back to what you had just selected, the system sees the keyboard and responds.