I'm in Firefox 4.0. I have my Menu Bar turned off.
I press Alt-Left Arrow to move back one site. I use Alt-Right Arrow to move forward. Everything behaves as expected.
I define Back and Forward macros in the SPP Properties window using the Alt-arrow definitions listed above. I assign them to the "F" and "R" keys on the SPP.
When I press either key Firefox moves in the desired direction, but the Menu Bar is added to the screen causing the whole image to jump down one line. If I click anywhere in the window, the Menu Bar disappears.