Screen lock does not grab all keys

When screen is locked with gnome screensaver, it is still possible to send Win-key event to the underlaying desktop. I think there should be no way to interact with the underlaying desktop without unlocking.

To reproduce:
 1. Start from Unity session. Make sure that Dash is not open.
 2. Lock screen from the top-right gear button
 3. Press shift to make the unlock dialog appear
 4. Press Windows key
 5. Type in your password and unlock the screen

What should happen:
The desktop should be in the same state it was left before the locking. Dash should not be open.

What happens:
Dash has been opened, i.e. the Windows key event was passed to desktop although it was locked.

Wonder if it is possible to pass through any other key events. Didn't find any though with a quick test.

ProblemType: Bug
DistroRelease: Ubuntu 11.10
Package: gnome-screensaver 3.2.0-0ubuntu1
ProcVersionSignature: Ubuntu 3.0.0-12.20-generic 3.0.4
Uname: Linux 3.0.0-12-generic i686
ApportVersion: 1.23-0ubuntu4
Architecture: i386
Date: Sat Nov 26 19:01:25 2011
EcryptfsInUse: Yes
ProcEnviron:
 LC_TIME=en_DK.UTF-8
 LANGUAGE=en_US:en
 PATH=(custom, user)
 LANG=en_US.UTF-8
 SHELL=/bin/bash
SourcePackage: gnome-screensaver
UpgradeStatus: Upgraded to oneiric on 2011-10-28 (29 days ago)