[angvelem]

Вот взято из MSDN

Код:

hhook = SetWindowsHookEx(WH_KEYBOARD_LL, LowLevelKeyboardProc, hinst, 0);

LRESULT LowLevelKeyboardProc(INT nCode, WPARAM wParam, LPARAM lParam)
{
    static BOOL fShiftPressed = FALSE;

    BOOL fHandled = FALSE;

    if (nCode == HC_ACTION)
    {
        KBDLLHOOKSTRUCT *pkbdllhook = (KBDLLHOOKSTRUCT *)lParam;

        switch (wParam)
        {
            case WM_SYSKEYDOWN:
                switch (pkbdllhook->vkCode)
                {
                    case VK_LSHIFT:
                    case VK_RSHIFT:
                    {
                        // the user pressed the shift key
                        fShiftPressed = TRUE;
                        break;
                    }
                    case VK_TAB:
                    {
                        if (pkbdllhook->flags & LLKHF_ALTDOWN)
                        {
                            // the user pressed Alt+Tab, execute AltTab hotkey handler
                            fHandled = TRUE;
                        }
                        break;
                    }
                    case VK_ESCAPE:
                    {
                        if (pkbdllhook->flags & LLKHF_ALTDOWN)
                        {
                            // the user pressed Escape, end the AltTab container 
                            // window without switching the selected window
                            fHandled = TRUE;
                        }
                        break;
                    }
                }
                break;

            case WM_KEYUP:
            case WM_SYSKEYUP:
                switch (pkbdllhook->vkCode)
                {
                    case VK_LMENU:
                    case VK_RMENU:
                    {
                        // the user let go of the Alt key, end the AltTab container
                        // window switching to the selected window
                        break;
                    }
                    case VK_LSHIFT:
                    case VK_RSHIFT:
                    {
                        // the user released the shift key
                        fShiftPressed = FALSE;
                        break;
                    }
                }
                break;
        }
    }
    return (fHandled ? TRUE : CallNextHookEx(hhook, nCode, wParam, lParam));
}

как видишь, проверку на Shift сделать не трудно.