What is your setup?
Do you have the F3 problem if you are running just 1 client without any broadcasting?

I am running Vista Ultimate with 5x WoW and using AHK for my key broadcasting and I have *never* encountered an F3 problem and I use the F keys all the time. I suspect this might be an issue with the broadcasting software you use and not with Vista.

PS: I have IE open in the background as well usually.