Ctrl+M isn't bound to anything in particular in wxPython (the 'enter' key or otherwise).
Drop down menus will auto-bind menu items if you include the shortcut keys on the menu's line item; Ctrl+N for New, for example. The OS could also be catching the event and doing something unwanted. Ctrl+M works as expected on mine python 2.7 wxPython 2.8.11 WinXP Your best chance at getting this resolved would be to post a sample app demonstrating the problem.
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