Sorry I should have pointed out. I am on a British keyboard, on a British mac, in Britain. I have found this on my machine at home too. I have even tried making the config on the computer at work and loading it on that machine. It still gives me this message.
I too cannot believe what a drama it is trying to get this to work. I have not yet met someone able to show me a hassle free way of doing this. I wonder if there are any third-party type plugins available.