If your Shift key stops working in AutoCAD, do you possibly have Raster Design and or AutoCAD Map?
If so, run the commands MAPIOPTIONS (top dialog below) or IOPTIONS (bottom dialog below). Look for a setting labeled “Shift+Left click image select”
Uncheck this setting. Did this fix your Shift key?
(Thanks for MMYERS, who let us know via comment back in 2009 about the MAPIOPTIONS command)