Why is F12 not working with my virtual machine?!?!

Here is a problem that I hear about at least 2 or 3 times a month:

Someone is trying to do a network installation of an operating system using either Hyper-V or Virtual PC, they setup the virtual machine appropriately, but when they try to press “F12” to initiate network installation – nothing happens.

Every time I get asked about this – the answer is simple:

If your keyboard has a “Function Lock”, “F Lock” or “Fn” key – make sure it is pressed prior to trying to use the F12 key.