First, make sure the hotkeys work if you set it up to use other keys on the keyboard such as "A", "B", "1", "2", etc.
I can't think of any special reason why "Home", "End", "PgUp", "PgDn" keys would fail. You sure you selected them properly in the dropdown list?
The other possibility is if you are trying to use the Number Pad keys instead of the actual keys:
http://4.bp.blogspot.com/_8FR08JPTxrI/TL...p50cc9.jpg
As you can see in that image, on top of the Number pad there are also "Home", "PgUp" labels that those keys use when the NumLock is turned off. In that case you'd need to choose those particular keys. If they are not listed in the Hotkey dropdown, you can try the "..." button right next to it which will bring up a dialog box which may have them.
Let me know