Euro key on Natural Keyboard Pro and Windows XP

Hello,

I can't make the euro key work on my Microsoft Natural
Keyboard Pro.
There is no user manual for the keyboard on the CD, nor
any file to be download for this kind of keyboard in MS
site.

If I go to the MS euro site, it says things should be
alright with Windows XP and there is no patch to be
downloaded.

So the problem must come from the keyboard, but I could
not find anything on the MS site (help files or automated
help).

Could you please help me?
Thank you.

B. Granger