I've noticed this problem, too. It does it on IE7 on both Vista x86 and XP x64. It's a really weird issue...I think the reason a lot of you haven't been able to reproduce it is because it only stops working after you click somewhere in your browser.
Say I load a page here on AT...I can use the arrow keys to scroll up and down as soon as I load the page, but if I click somewhere on the page, it stops working. Once you've loaded a page and click anywhere on that said page, the arrow keys stop working, period. It does that for each and every page that you load. I hope you all understand what I'm saying....
I'm guessing that it has something to do with script that IE doesn't like, as on every page I load, it always says 'Error on page' at the bottom.