I'm 99% certain I tried it both ways.
Actually, what I attempted to do was bind the direction keys to the numpad directions (which would have worked by default, but I didn't know that at the time) After doing that, neither the numpad nor the 4 main arrow keys worked. I also tried turning off and on the Numlock without any luck.
I can't recall if hitting Enter was able to get me into New Game or not, but I do know I wasn't able to get back into Options, no matter what I hit.