The F4 key is definitely active in my version of Word 2003. Note that there
must be a last action for this to work. It will not do anything when you
just start Word. Check under Tools > Options > General to make sure that
both options dealing with Word Perfect are unchecked.
You can check by getting the customize keyboard shortcut dialog box and
picking any command and then attempting to assign one of the familiar
shortcuts to it. This will tell you if it is already assigned and what it is
assigned to. For something more, download the shortcut organizer from Chris
Woodman's site.
http://www.chriswoodman.co.uk/Shortcut Organizer.htm
The keyboard organizer will let you check for any custom keyboard shortcuts
that may be interfering in a custom dialog box.