SHIFT+DELETE = Delete selected item permanently without placing the item in the Recycle Bin.
SHIFT with any of the arrow keys = Select more than one item in a window or on the desktop, or select text within a document.
SHIFT while dragging an item = Create shortcut to selected item.
SHIFT+F10 = Display the shortcut menu for the selected item.
SHIFT when you insert a CD into the CD-ROM drive Prevent the CD from automatically playing.