Xfce steals keyboard shortcuts?

[Paul Isambert <zappathustra@free.fr>]

Hello,

I've installed gVim with Xfce. My shortcuts made of Ctrl-F1 to Ctrl-F12 
and Alt-F1 to Alt-F12 doesn't work. Instead, they seem to be executed 
for Xfce: I've noticed that because Alt-F2 launches an app in Xfce, and 
that's what happens in gVim too.

So is it possible to give control to all shortcuts to gVim?

Best,
Paul