Yea this is pretty much built in "standard" windows stuff. Try going down the Troubleshooter. I would say stuck keyboard button but if its working elsewhere...

Only thing I can think of is you've turned off the key with VBA.

Note that in some areas of access you can't shift click the "fields" you have to shift click the tiny little column to the left of the fields for it to work. Not sure what you're trying to do.

I had that problem a Looong... time ago.  One 'fix' that I found else where was to move one field from the Field List dialog box to your form.  Then after that you could Shift-Click a bunch of fields.  Strange behavior.  
I haven't had those issues in a while.

As Adam suggested - Go through the Trouble shooter.  Particularly completely closing Access then doing the Compact and Repair.  I don't think this is a case of re-installing windows but you may get to the point of re-installing Office.