I'm positive it's a keyboard app (either running as a service or as a user application, typically down in the notification area by the clock but sometimes there are no icons for these). It's hard to be very specific because this is up to the PC manufacture to
decide, but check your keyboard settings in control panel, even the mouse panel. But like I said, it could be a QuickSet (or a program like it).
Those special functions, like brightness and such, in most drivers are never sent to windows. For example, try adjusting brightness while your screensaver is on -- it likely won't even be seen as a keystroke.
Macs do this to, but they have an option to inverse that (so it would require holding the Fn key while typing the F button to adjust the brightness). Not all manufactures include this option (but usually you can still do it through a registry tweak).
I wouldn't mind helping research a little more. Can you tell me your system manufacturer and model number?