Tested with jdk1.3.1, 1.4, 1.4.1, 1.4.2 (b18) and the test fails on all of them on win32 platforms.
STEPS TO REPROUDCE:
1. Run the attached simple application.
2. The app doesn't generate the underscore ('_') key.
The bug is found on Win2K, Win98 and WinNT.
It works fine on Solaris.