Reproduced with the console python.exe.
Click an item in the list on the right to choose the key ("down arrow")

Exception in Tkinter callback
Traceback (most recent call last):
  File "c:\Python30\lib\tkinter\__init__.py", line 1405, in __call__
    return self.func(*args)
  File "c:\Python30\lib\idlelib\keybindingDialog.py", line 158, in
FinalKeySelected
    self.BuildKeyString()
  File "c:\Python30\lib\idlelib\keybindingDialog.py", line 165, in
BuildKeyString
    keyList.append(finalKey)
AttributeError: 'filter' object has no attribute 'append'

Then it is still possible to save these settigs, but the binding
contains event=="Control", and IDLE fails on startup:
Traceback (most recent call last):
  File "c:\afa\python\py3k\lib\runpy.py", line 128, in _run_module_as_main
    "__main__", fname, loader, pkg_name)
  File "c:\afa\python\py3k\lib\runpy.py", line 34, in _run_code
    exec(code, run_globals)
  File "c:\afa\python\py3k\lib\idlelib\idle.py", line 22, in <module>
    idlelib.PyShell.main()
  File "c:\afa\python\py3k\lib\idlelib\PyShell.py", line 1375, in main
    shell = flist.open_shell()
  File "c:\afa\python\py3k\lib\idlelib\PyShell.py", line 276, in open_shell
    self.pyshell = PyShell(self)
  File "c:\afa\python\py3k\lib\idlelib\PyShell.py", line 800, in __init__
    OutputWindow.__init__(self, flist, None, None)
  File "c:\afa\python\py3k\lib\idlelib\OutputWindow.py", line 16, in
__init__
    EditorWindow.__init__(self, *args)
  File "c:\afa\python\py3k\lib\idlelib\EditorWindow.py", line 117, in
__init__
    self.apply_bindings()
  File "c:\afa\python\py3k\lib\idlelib\EditorWindow.py", line 943, in
apply_bindings
    text.event_add(event, *keylist)
  File "c:\afa\python\py3k\lib\idlelib\MultiCall.py", line 359, in event_add
    widget.event_add(self, virtual, seq)
  File "c:\afa\python\py3k\lib\tkinter\__init__.py", line 1353, in event_add
    self.tk.call(args)
_tkinter.TclError: bad event type or keysym "Control"

Simple patch attached.