When I push the Windows (Win+R) for example to bring up a run dialog box when the Dameware MRC is in focus, the software does not catch this key press and instead the run box comes up for my local machine.
When I use Microsoft Remote Desktop, if I am in focus to another machine, all the windows key combinations work. Pretty much everything except CTRL+ALT+DEL (as to be expected) works on RDP, so can we add this to future versions of Dameware?
VMWare has a great implementation for CTRL+ALT+DEL... when a window is in focus, you press CTRL+ALT+INS and that actually invokes the '3 finger salute' to the virtual machine in focus. I already mentioned this as a feature request as well, but add windows key support too while your at it!
Maybe it's difficult to do, however RDP and VMWare can do it, so maybe check how they accomplish it.