Caps Lock / shift key problem Dell bluetooth keyboard

I just received my Dell bluetooth keyboard and mouse, and I have an Inspiron 6400 laptop.  I have a problem with the keyboard.

When I use the left shift key, it usually (but not always) turns on the caps lock.  If I hold down the left shift key momentarily, it turns on the caps lock, and the "CAPS LOCK:  ON"  flashes on the laptop screen at the bottom right.  If I hold down the key a little longer, the "CAPS LOCK:  OFF" also flashes after the "CAPS LOCK:  ON", but the caps lock is still on!

Can anyone shed some light on this, or does it just mean I have a defective keyboard?