Do you know where your Shift key is on your Kindle keyboard? This is where:

I’ve had a few troubleshooting emails from frustrated Kindle owners who can’t export their images to screen savers. Frequently, the problem is that Amazon’s confusing choice of icon for the font-size key makes it appear to be the shift key. I made this mistake myself the first time I tried adding a screensaver. Now you know!
Kindlerama » How To Add New Screensaver Images To Your Kindle
Feb 23, 2009 @ 19:12:36
[...] you can repeat Step 2 in Part 2 above.) Note 2: Did you get to step 5 and nothing is happening? Make sure you’re pressing the real Shift key! Tagged: hacks, how to, instructions, kindle, replace, screens, screensaver, tips, [...]