The code for the keyboard shortcuts capplet is supposed to warn before a regular-character (a-z) key is assigned. This is likely an issue when triggering the shortcut, rather than assigning it.
The output of this command may be useful in debugging this issue: gconftool -a /apps/gnome_settings_daemon/keybindings -- Keyboard shortcuts don't work with Rhythmbox https://launchpad.net/malone/bugs/22393 -- desktop-bugs mailing list desktop-bugs@lists.ubuntu.com https://lists.ubuntu.com/mailman/listinfo/desktop-bugs