You're probably passing the forward key or autorun or something. Try putting the movement keys combined with shift/alt/ctrl on your DNP list. And autorun obviously.

Something else I've noticed; let's say you're holding down forward. Then you move the cursor to another window, stop holding forward and click something; this will cause the "slaves" to not register that you're not holding forward anymore because it was initiated from the "master" and you stopped holding it while on a slave. The "focus follows mouse" setting might have something to do with it.