If it is not sticky keys on the host then you should be able to make it go away (I am not suggesting that this is a solution to the problem) using the command line command "VBoxManage controlvm keyboardputscancode <code>", where "code" is the hexadecimal scan code value (PS/2 scan code that is) of the key which is stuck. This page<1> has a list of hexadecimal scan codes for all standard keyboard keys.
