Hmm, I seem to remember somebody having a similar issue in the past. Though, my forum search didn't return any immediate results. I recall somebody was using some kind of tray, control panel item, or service that would periodically grab input. You could look in process explorer to see what processes are running, and/or what you have in your tray/control panel for non-standard items. Turning stuff off while testing might help.
Perhaps trying your app on other computers (XP, Vista, Windows 7) and see if it is only your system.
Anyway, you could try to reproduce this in a very simple Win32 window (ie minus DirectX/OpenGL/Ogre). Just make a similar styled window that Ogre uses to go full screen... And display keyboard/mouse events to a textbox.