Is it a Bluetooth keyboard or does it have a dedicated USB dongle? Normally you can use any USB keyboard with Bootcamp, but I don't know if non-Apple bluetooth keyboards do the pre-boot firmware connect thing so they can register keypresses like that. One with a dongle theoretically should, but I suppose if there's a delay before the connection is recognized after the dongle is powered up the Mac might miss you holding down the key initially (it's also possible that you're pressing it too soon--if it doesn't register a keypress that starts prior to getting a connection, it might not be recognizing you holding down the key).
Regardless, though, can't you just switch manually via the Startup Disk Preference Pane in Mac and analogous Control Panel in Windows? You can't pick which one to use when you first turn on the computer, but that method is pretty foolproof otherwise.