Can't Capture Ctrl-F4 in MDI Form

Hopefully, I'm missing something real simple in front of my face.

I've used the ProcessDialogKey override and I'm able to capture *most*
shortcut keystrokes, except for the one I'm really interested in.

It seems that the CTRL+F4 keystroke is being captured someplace before
my override can get it.  Right now, because I can't capture the
CTRL-F4, the app uses ALT-X to close a MDI child.  It works, but I hate
it.

What am I missing?  Is there a setting someplace to force a MDI child
to execute the CLOSE() method?  Does anyone know what is capturing the
CTRL+F4?  I noticed a similar issue in VB6 that seemed to be related to
which types of controls had focus, but I couldn't actually duplicate
that in C#.NET.

Any help would be greatly appreciated.

NOTE:  Here's the code that I'm using:

protected override bool ProcessDialogKey(Keys keyData)
{
switch (keyData)
{
case (Keys.Control | Keys.F4):
this.Close(); \\ NEVER FIRES
return true;
case (Keys.Alt | Keys.X):
this.Close(); \\ Used as a back-up to close form
return true;
};
return base.ProcessDialogKey(keyData);
}