If you're ever unsure that you're holding down the correct modifier key, check out the Status Bar in the lower left hand corner: It constantly changes based on what you're doing. For example, if you have the Rectangle tool (M) active it will display "Rectangle." Press-and-hold the Command key (PC: Control key) and start to drag the object and it will display "Move." Throw in Option-Shift (PC: Alt-Shift) while dragging, and the display will change to "Constrain and Copy." It's a simple but effective way to reassure yourself that you're using the correct keys. Note: If you do not see the tool name, click on the Status Bar and under Show, choose Current Tool.
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