Microsoft Sculpt Keyboard on OS X

I just bought a Microsoft Sculpt Keyboard. It is supposed to be one of the most ergonomic yet relatively inexpensive keyboard available. It came out late out in 2013.

Microsoft doesn't seem to officially support it even thought it did support its predecessor Natural Ergonomic Keyboard 4000 (see the Mac logo at the bottom of the page).

When I connect the new Sculpt keyboard I am prompted with this screen:

But as we can see from the next image:

there is no key modifier key right next to shift. Still if I press up (the only one really to the it), or actually, any other key, I get:

After clicking on OK I get the following window:

which option am I supposed to choose here? Also, would each of the choices below change how my Mac listens to my keyboard?

According to your screenshot you should press the key on the right side of the LEFT Shift key (the z key) from the message given:

"Press the key immediately to the right of the Shift key on the left side of the keyboard that can't be identified."

It looks like you're applying the instructions to key to the right of the shift key on the right.

• ANSI would be the likely choice for US English