Lenovo Thinkpads have an on-screen display for various hot-keys. For example, when you change the monitor brightness, or the volume level, an on-screen overlay will display showing the current brightness level or volume level, respectively. Twice, I have received laptops from Lenovo that have this software installed, but the on-screen display never appears. Frustrated by this bug, I used the Dependency Walker to troubleshoot this problem a while back, and subsequently found the solution.

Simply install the Visual Studio 2010 C++ redistributable, available from Microsoft (make sure to install the x86 version, even on a 64-bit system; the on-screen display application is a 32-bit process). Once this package is installed, and the laptop rebooted, the problem should go away.