Have you installed the drivers for windows from your leopard install CD? If you haven't, that's probably the reason. http://support.apple.com/kb/HT2587
To use Insert on the Mac book pro press Fn and Return key at same time! It works! especially in windows programmed environments.
I have used it on Sage Acc Pac ERP system which in windows remote desktop specifically requires INS key to jump to new field.
thanks to westfield London apple store tech guys for pointing this out. The web is full of misleading threads.