Menu access keys (mnemonics) won't work

Why can't I get access keys for a menu item to work. I have tried setting the relevant properties in the properties window. Then tried setting the properties in the form load event as set out in the help files:

mnuBatch.Text = "&Batch"
mnuBatch.Shortcut = Shortcut.CtrlB
mnuBatch.Visible = True
mnuBatch.ShowShortcut = True

When I look at the menu item in the form design window the the text looks as expected, it has the B underlined. But when I run the app, the B is not underlined and the shortcut key doesn't work.

I'm probably missing something stupid!

I'm using VB.NET standard edition version 2003 on a Windows 2000 Pro machine.

I found it in another thread: Needed to change the desktop>properties>effect setting:

Hide keyboard navigation indicators until I use the Alt key