Are you actually using a UK keyboard (with the £ sign above 3 and the @ sign over ')? Some shops sell 'international' keyboards with different layouts.
Assuming that you are, check that your computer knows it. 'English (UK)' refers to the 'input language' expected by Windows but you can still have different keyboards associated with it. Go to Start > Control Panel and click 'Change keyboards or other input methods'. Then click 'Change Keyboards'. Look under 'Installed services' to check that 'United Kingdom' is shown twice (i.e. for both the input language AND the keyboard type).