help: assigning keyboard shortcuts for paragraph styles

Hi everybody:

Newby post here...

Been using ID CS 3 for about a year now, and amazingly I've just
stumbled across this seemingly simple headscratcher... Please set me
straight!

I can't figure out how to assign a keyboard shortcut to a paragraph
style. I feel so stupid! I put the cursor in the "shortcut" field in
the open Paragraph style window, but all I get is a "chirp!" when I
press any key (I'm trying to assign an "F" key). I've pushed all manner
of combinations of option, control, shirt and all F-keys. Same result..
HOWEVER, when I tap a number (keypad on the right), a little line of
text appears saying "Currently assigned to: [unassigned]" But STILL
nothing appears in the field..

Can somebody please help clear the fog that is my brain?

thanks,

mick
OSX 10.3.9
ID CS 3.0.1