restating my alt key problem

In my app when the user presses the alt key then releases it my custom cursor changes to an arrow and the file pull down menu is waiting for input. If the user again presses the alt key then my apps custom cursor is restored. Other apps (like Photoshop) behave differently. The alt key can be pressed repeatedly with nothing happening. If alt "F" are pressed then you get the file menu. How can I do this?? I have an OnKeyDown handler in my view class but alt key presses neve go there.

I understand about the &File on the menu, mine works fine. Here is an example of what I am talking about. I am in internet explorer typing into a test box. When I put the mouse arrow in the text box it changes to an I beam cursor. However while the I beam cursor is up if you press the alt key the I beam cursor changes to an arrow. When you press the alt key a second time the cursor will return to an I beam. Apps like Adobe's Photoshop somehow trap the alt key and prevent the system from displaying the arrow cursor. How can I do this also??