The File menu in a web browser project has a sub-menu New. New also has a sub-menu Window named mnuNewWindow. Clicking the Window menu, as usual, opens a new instance of the browser. Ctrl+N has been assigned the shortcut key for Window at design time.

Now what I find is if I press Ctrl+N on the keyboard, not only a new browser window opens but at the same time Windows Explorer's C:\ drive opens up as well (maybe because that is where WinXP is installed).

If I change the shortcut key of Window to, say, Ctrl+Q & press Ctrl+Q on the keyboard, then only a new browser window opens up. I also tried other shortcut combinations & all of them open only a new browser window (& not C:\ along with the new browser window). The problem is only with Ctrl+N. This is how I tried it:

Code:
Private Sub Form_KeyDown(KeyCode As Integer, Shift As Integer)
    If (Shift = 2 And KeyCode = 78) Then
        Call mnuNewWindow_Click
    End If
End Sub

Private Sub mnuNewWindow_Click()
    Dim frmNewWindow As frmWebBrowser
    
    Set frmNewWindow = New frmWebBrowser
    frmNewWindow.Show
    frmNewWindow.wWeb.Navigate2 "http://www.SomeURL.com"
End Sub
What's causing this problem? How do I ensure that pressing Ctrl+N only opens a new browser window?

Note that I have set the KeyPreview property of the Form which houses the WebBrowser control to True.

Of course, I can assign any other shortcut to Window but since Ctrl+N has been the universally accepted key combination to open a new instance of an app, I did like to adhere to Ctrl+N to open a new browser window.