I have a Sony Vaio VGN-S460P laptop.  I am very annoyed to find out
that I must use the Fn Key which is only on the left side bottom of
the keyboard along with an arrow key from the right side bottom, in
order to do a Pg Up, Pg Dn, Home, or End.

I am used to pressing these keys routinely and it's not convenient to
have to use two keys at a time in order to get the action I want.  And
more troubling that they are with different hands.

I am looking for a way to change the way the keyboard works so that I
can Pg Up, Pg Dn, Home, and End with only one key.  (How about using
F9, F10, F11, F12 as a possibility?)  This would need to work the same
with all apps: Internet Explorer, Outlook, Word, Excel, etc.

Second best solution would be to use an accelerator key from the right
hand ins tead of the left, along with the arrow key.

(Note that using the S1 or S2 programmable keys is not going to work,
for one they are way at the top, and for two there are only two of
them.)

Alternately I noticed that another Vaio I saw in a picture has the
actual Pg Up, Pg Dn, Home, and End keys, along with separate arrow
keys.  Is there a way to send the PC back to Sony for a retrofit to
the better keyboard?

I think the best way is to use keymapping software like the free
Autohotkey. http://www.autohotkey.com/

It's not very easy to configure, but it can do miracles. And it has a
pretty good help-file.

Remapping keys:
http://www.autohotkey.com/docs/misc/Remap.htm

I could write you a remap-script, but it wouldn't work the way you
want, so unfortunately you have to do it yourself.

Best of luck!