I am still suffering from this bug. The problem seems to be because when a keyboard is plugged in, X configures it, but xfce does not.
gnome-settings-daemon had to fix a similar bug, see here: https://bugs.launchpad.net/ubuntu/+source/gnome-settings-daemon/+bug/427168 at the moment, I have to always run xset after plugging in my keyboard, as xfce will not adjust the settings until you move the little slider-dragger thing. I'm using Wheezy-xfce4 cheers, Paul