The shift key is not supported in the Greenfoot.isKeyDown type, but I'm sure you can use different java methods. This may help you.

In the latest version it works for me fine, you'll need to update though. There is the possibility that it doesn't work when you update depending on what system you're running on. In short, it's because there's no feasible solution to guarantee with 100% accuracy that any key is what it says it is. It should work in the latest release, but if not there's not a lot we can really do about it - you'll have to use another key.