Shift-F3 change capitalisation not working in Word on new Parallels install

Since loading Parallels and Windows on my new Mac Mini after years of using them succesfully on an older Mac, I've noticed that the Windows keyboard shortcut Shift-F3 to change capitalisation doesn't work in Word any more - it just performs the Mac action for that shortcut. Other keyboard shortcuts such as Ctrl+C for copy etc work fine.

How do I solve this?

Many thanks!