These are very practical if the user is a touch-typist who is working in a word processor or a similar program where there is a lot of text. Using the keyboard instead of the mouse, the user isn't required to take their hands of the keyboard allowing them to keep the speed of typing high. The arrow keys can then be used to make selections from the menu. Also, you may have noticed that Windows menu items sometimes have an underline under a letter. This is very useful again if you do a lot of touch-typing or you work with a laptop and have a hard time using the mouse pointer on that machine.
Some programs even offer what is known as context-sensitive help.
Context-sensitive help brings up help for a particular subject depending on what function or action you are trying to perform in a program. This key lets you move from one area of a dialog box to the other. This is very useful when using a laptop computer where it may be hard to click on the correct area with the pointing device. This is useful if the program seems to hang and the mouse isn't responding. In DOS, it re-boots the computer.