I had a company tell me that a very important piece of software for us
wouldn't let us write what I think are pretty straight-forword macros,
despite advertising the ability for the user to write macros.  The
company says that Java does not allow macros that cut across different
screens or dialog boxes.  That is, if I want to write a macro for
alt-d, alt-y, for *d*elete, and *y*es, i really want to delete, I
can't do it because alt-d refers to one screen and alt-y refers to a
dialog box.

They're saying this is a problem with Java, not their programmers. 
Since this seems far-fetched to me, I want an outside opinion.