I can probably disable this special behaviour in SFML, but first I'd like to find what it's supposed to mean for the OS.
F10 : In Microsoft Windows activates the menu bar of an open application.
It's pretty much the same behaviour as the "ALT" key.
Agreed. Pressing ALT highlights or unhighlights the menu bar, and pressing F10 also highlights or unhighlights the menu bar. Laurent, if you want more reference info, here are a couple of links.
Keyboard shortcuts which mention F10:
http://support.microsoft.com/kb/126449Reference about WM_KEYDOWN which mentions F10:
http://msdn.microsoft.com/en-us/library/windows/desktop/ms646280%28v=vs.85%29.aspx