Oh my god! Come on Devs , how the hell can this not be fixed yet , its been like 3 years and you have done nothing. There is at least two FREE programs that do exactly the same job as multiplicity but dont have this totally game breaking bug.
City of Heroes, Vanguard, Age of Conan and now Warhammer .. all completely unplayable if you install multiplicity.
I just reinstalled after using freeware programs for the last year or so and was amazed to discover this problem still persists. Unbelievable!
Time to switch back to freeware 
Edit for the poster above, the key stuck down thing is not really a bug. Its common to all multicasting type softwares. If you are pressing a key down when you change screens then it will continue to be pressed. Either release the key when you switch or just return to the screen and press the same key again.