I found the "problem". It is caused by Kmilo, started by kded. To disable kmilo, go to the service menu in the settings-central and disable the service.
I have the exact same problem. I Have a Microsoft Wireless Multimedia-keyboard. I also have an nForce2-system, with the audio connected to digital-out. So no mixers work for my board (as far as regulating volume goes.) Therefore I have mapped the volume-keys to dcop-calls and let amaroK change the volume-setting. That used to work as a charm. My kde-installation is from CVS, and even if I go in to kdemutlimedia/kmix and issue a "make uninstall" kmix still tries to "hi-jack" the volume-keys. Only...