Win32: Alt+F

Hello.
I'm working on a legacy Win32 app and am
having a problem with Alt key functionality.
When I press Alt+F, the File pulldown menu
should open up, with the first menu item
highlighted. However, all I get is a beep.
I thought Win32 takes care of opening
the File menu automatically but I can't
seem to get it to do this. If there is an event
I can send to open the menu myself, I'll settle for that.
My app uses owner drawn menus and does
not use the TranslateAccelerstor mechanism.

Any ideas would be appreciated.

steve