There is some sort of problem in CS5 with some of the keyboard shortcuts that involve the f keys (maybe others). I had shift-f5 assigned to create an adjustment layer. Worked all the time in CS4 but in CS5 if you were on any type of adjustment layer (active) it did not work, make a non-adjustment layer active and it worked. This does not effect all f key combinations. If I remember correctly, ctrl-shift-f5 worked properly but not shift-f5. I did not bother checking it out further since I found a work around for my situation. I use a Genovation aux key pad that is customizable to assign any keystroke combination to a key on the pad. So I assigned 'mash'-z (ctrl-alt-shift-z) to create a new curves layer. It worked. The trick is to find a key combination that is not already taken up, the 'mash' keys seem to be free but are cumbersome unless you have a key pad. Good luck. This has been reported by others.
PS It would be easier if there were a document which gave the existing keyboard shortcuts like there is available from different sources for CS4. If you run across one post the link here. I Googled and did not find anything.