To get back to the original question .... I think I remember seeing this on the tech support board, but I don't remember exactly where. Anyway, to fix it:
1. Pause the game.
2. Press Num Lock (regardless of whether it's on or off -- I don't think the actual state is important).
3. On the keypad, press the stuck direction twice.
My memory on this isn't exact, since it hasn't happened to me in a while, so YMMV.