[Controls]bBackground Keyboard=1
and yet the multimedia keys (volume, play, pause, stop etc) on my keyboard fail to function when Skyrim is in fullscreen. It's really annoying because my speakers anolog controller volume is set to maximum and once I'm in game playing I can't increase the volume without exiting.

Make sure to left-click on the window and wait a few seconds.
Just don't [shift][tab] or do anything else. Steam doesn't like it.