Here's an idea. Screencapture in Captivate requires that you (the user) are running Captivate with Administrator rights.
Get your IT person to log into your PC with their user profile, set Captivate to Run As Administrator, and then launch Captivate themselves to see if they also cannot use the recording keys.
If they find they CAN use the keys that don't work for you, then the issue is related to you not having sufficient user privileges.