I was writing a test that required robot to generate a SHIFT+PG_DOWN, and it was impossible to make it work. This looks like a bug in Robot. Compile and run the test below. Press and then release SHIFT+PG_DOWN. You'll see the following correct output in the text area.

java.awt.event.KeyEvent[KEY_PRESSED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_LEFT]
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=34,keyText=Page Down,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_STANDARD]
java.awt.event.KeyEvent[KEY_RELEASED,keyCode=34,keyText=Page Down,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_STANDARD]
java.awt.event.KeyEvent[KEY_RELEASED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_LEFT]

Now hit the button at the bottom to have JRobot do the following sequence:

robot.keyPress(KeyEvent.VK_SHIFT);
robot.keyPress(KeyEvent.VK_PAGE_DOWN);
robot.keyRelease(KeyEvent.VK_PAGE_DOWN);
robot.keyRelease(KeyEvent.VK_SHIFT);

Instead of the correct events, the following are generated instead:

java.awt.event.KeyEvent[KEY_PRESSED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_LEFT]
java.awt.event.KeyEvent[KEY_RELEASED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_LEFT]
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=34,keyText=Page Down,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_NUMPAD]
java.awt.event.KeyEvent[KEY_RELEASED,keyCode=34,keyText=Page Down,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_NUMPAD]
java.awt.event.KeyEvent[KEY_PRESSED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,modifiers=Shift,extModifiers=Shift,keyLocation=KEY_LOCATION_LEFT]
java.awt.event.KeyEvent[KEY_RELEASED,keyCode=16,keyText=Shift,keyChar=Undefined keyChar,keyLocation=KEY_LOCATION_LEFT]

That is, SHIFT is pressed/released, then PG_DOWN is pressed/released, then SHIFT is pressed/released again.

Similar results occur for PG_UP, UP, and possibly others. Works fine though for characters, space bar, and others.

Test case:
-----------------------------------------------------

import javax.swing.*;
import java.awt.*;
import java.awt.event.*;

public class RobotTest extends JFrame {
    
    Robot robot;
    
    public RobotTest() {
        super("RobotTest");
        
        try {
            robot = new Robot();
        } catch (Exception e) {
            e.printStackTrace();
            System.exit(1);
        }

        final JTextArea ta = new JTextArea();
        getContentPane().add(new JScrollPane(ta));
        
        AWTEventListener listr = new AWTEventListener() {
            public void eventDispatched(AWTEvent event) {
                ta.append(event.toString() + "\n");
            }
        };
        
        Toolkit.getDefaultToolkit().addAWTEventListener(listr, AWTEvent.KEY_EVENT_MASK);

        JButton button = new JButton("Use Robot");
        button.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent ae) {
                robot.keyPress(KeyEvent.VK_SHIFT);
                robot.keyPress(KeyEvent.VK_PAGE_DOWN);
                robot.keyRelease(KeyEvent.VK_PAGE_DOWN);
                robot.keyRelease(KeyEvent.VK_SHIFT);
            }
        });
        
        getContentPane().add(button, BorderLayout.SOUTH);
    }

    private static void createAndShowGUI(String[] args) {
        RobotTest test = new RobotTest();
        test.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        test.setSize(600, 400);
        test.setLocationRelativeTo(null);
        test.setVisible(true);
    }
    
    public static void main(final String[] args) {
        SwingUtilities.invokeLater(new Runnable() {
            public void run() {
                createAndShowGUI(args);
            }
        });
    }
}