Keyboard shortcuts for selecting range using Inputbox in Excel
I think this might be a similar issue as with the Ref Edit Control, see MS KB 213776 for details about this control which you can use for VBA UserForms. (I make extensive use of this control in my VBA solutions.)
Microsoft has provided a workaround for the problem with the Ref Edit Control here: MS KB 291110 and I can imagine this will also help you with the Application.InputBox
-problem.
Edit: and after posting my answer I noticed that this question has been asked AGES ago... :-(