Yeah, that's been a drawback from my point of view also. They really should try for something more professional, or sophisticated, or something... I don't know what the right word is for it, but whatever it is, they need it.
It's one of those characteristics that Apple tends to get right. Maybe Microsoft needs to steal some Apple human-interface design people. :)
The keyboard looks cheap. For something that costs $800 it should note look like something Toys r US would sell.