You must have started it from a shortcut perhaps. If a hotkey is assigned to a shortcut then it is applied to the window of an app started from it. Hotkey here is Ctrl + Alt + something or an F key rather than calc key.
A C program may be able to assign the calc button to a shortcut. VB and varients can't as the components check to see it's a key listed in help. This is in XP anyway. Before I think it didn't check (for programs - it always checked in the UI).
Internet shortcuts can also have hotkeys. For me till I gave one a shortcut by hand the field didn't appear in the dialog at all for any internet shortcut. Others have reported when upgrading that only existing IS with hotkeys have the field. Go figure that one. IS are text files unlike other shortcuts. This used to be to google and is now to calc (the hotkey is a F key).
[DEFAULT]
BASEURL=file:\\c:\windows\system32\calc.exe
[InternetShortcut]
URL=file:\\c:\windows\system32\calc.exe
Modified=408154AB045EC601E9
IconFile=
http://www.google.com.au/favicon.ico
IconIndex=1
Hotkey=122
Feel free to ask more as it will require more research to give more details but this may be enough.