I'm not sure how it's just setting it to "None", there is an option for it... what's the nationality of your keyboard input, is it just the standard american one or is it something else? I haven't tested unicode support and everything at this point, I don't know if it works or not. As for the arrow/numpad problem, it's a known problem, I do hope to fix it later in a future release, along with other things. If you find any other problems, please do report them here. That goes for everyone.
I'm using a standard american keyboard. When I click on a button and then choose "capture key press", it immediately sets the button to "none".