This is very common keyboard problem.
Not all keyboards' keys can be registered at once; certain combinations are impossible. Which combinations are valid or invalid depend on the keyboard. There exist some keyboards that have slightly better-than-standard independant recognition of keys, usually ones used commonly in games (qwerasdfzxcv... etc.)
This does mean, though, that it isn't an SFML bug as such; it's a keyboard technical error. For example, try the program with a different keyboard or you could try the exact same code replacing which keys are used and probably end up with a differing result.
You could also test this effect of your keyboard in a text editor. For example, if the keys you are using in your program are W for up, A for left and SPACE for shoot, try pressing those keys together in a simple text editor and see if the SPACE still works while W and A are still pressed...
Note: although eXpl0it3r posted first, I started mine first (was too long 
) so I'm posting it anyway since it explains how you might test it or how to improve it by getting a new keyboard 
