Double Click on Keyboard shortcut does not work

I want to change a keyboard shortcut. I have a Norwegian keyboard and the key combination for change active window in an application (multiple mail messages or Word documents) is not available. The Keyboard shortcut is set to ' - on my keyboard the ' character is <. The key combination < does not work unless I change layouts to a US keyboard. Keyboard shortcuts says that a double click on the shortcut will allow me to change the combination. This does not happen. I get an error bing instead. Any ideas of what is going on and how to change a shortcut in Leopard. I think this worked in Tiger. I have tried a hardwired as well as my bluetooth keyboard.