I just checked our tracking system and we do have this in the works. Here's how it will work...
There are 3 options to select from: always send KC; never send KC; send KC only in fullscreen mode (default).
These options will be placed on the "Connection" page of "Options" window. If the user changes the option prior to use of KC in connection window, that's all that he will see.
In other case the first KC pressed in full control mode causes the appearance of a configuration dialog, no matter if the fullscreen mode is active or not.