Not a problem. Style shorcuts are restricted to using one of the modifier keys and a Numberpad number key, and those keys are reserved for styles.
Thanks for your input Peter. Because this is a feature I rarely use, I don't remember that those keys are reserved. It would be very helpful to me and anyone else in my shoes who doesn't use this on a daily basis to have some kind of reminder. I suggested a drop down list to choose from. An alternative would be just a short note on the form giving that information about the reserved keys. Somewhere, somehow, the program should NOT rely on the user having memorized which key codes can be used in which situations. Most of us do not have memories that good for things we don't use all that often.
I'm currently reading "The Design of Everyday Things" by Donald Norman. The In-Design process to create a style is a good example of a design that does not provide visibility to the user. The user gets a blank box labeled "Shortcut" and nothing else to go on. Hovering over the box or label provides no additional information. Perhaps Adobe should provide copies of the book to all their designers. Granted this is hardly the biggest issue I have with In-Design, but it is at least something that could be very easily improved in any of several ways.
Fun: For what it's worth, when assigning keys to other functions, (in Edit > Keyboard Shortcuts), InDesign will tell you if a key you enter is assigned to another function, and what function it is assigned to, before you store the new shortcut.