9.5 on the Richter!
Okay, I narrowed the problem down even more, but it's a bit hard for me to explain, so bear with me...
I'm a bit unclear about your bug, and I'd like to get it fixed if possible. As I understand it, your problem is that if you hold down shift to run, pressing any other key stops you running. Is this correct? So, for example, if you were holding down shift and running around a level, pressing space to open a door while continuing to hold shift will result in you stopping running?
What version of Windows are you using? Also, does the same thing happen in any other ports (PrBoom or Eternity particularly).
It seems to have something to do with the arrow keys. Pressing other keys while I'm running, does not seem to stop the running process, so to respond the example you gave me, no that does not stop me from running.
However, if I am holding down the up arrow key (walking forward) and I press the shift key, I will begin to run, but pressing another arrow key (to turn for example) will result in me slowing down.
The peculiar thing is that if I am slowed in this manner, and I press, say, the spacebar, I will resume running.
Also, to answer your other questions: no, the problem doesn't occur in PrBoom (and I don't have Eternity to test it with that), and I am running Windows XP Professional with SP2.
If you can think of any other things I could try that will help you debug this, please let me know. I really want to be able to use this port.