I've just installed Ubuntu 11.10 (but this problem also appears at 11.04), on my HP g62 laptop, and unfortunately none of the function keys work.
Volume, brightness etc, how can I made them work under Ubuntu?
Fn Brightness Keys - Workaround
Currently it is impossible to map the FN keys. Therefore, two utilities for mapping alternative keys are needed so that screen brightness can be adjusted. From terminal:
Download Ubuntu Tweak from here and install it. Now open Ubuntu Tweak (Application -> System tools) go to the appropriate section (Personal -> Shortcut) and set the combination that you want for example
To increase and decrease the screen's brightness