This is a problem I have in IDEA 6, wondering if this has changed in the next version.
The arrow keys don't work in some places. For example, right click on an open tab, then context menu shows up, but you can't navigate down using arrow keys. Similarly, in Project Structure, if I right click on a module in the tree structure on the left side, I can select Add, Delete, Find usages etc., but I can't navigate to the right using the arrows on Add and Move Module to Group.
I don't know if it is the same on Linux or Windows, but I only noticed it when I moved to Mac OS (Tiger).