Sometimes, if I press a key, it repeats endlessly until I press another (or the same) key. If key-repeat is turned of in the keyboard-settings-dialog, there is no problem. Okay - I think it is not really a bug in the keyboard-settings-dialog, but in a xfce4-core-component, but I don't know, where to report it... :-/ I see the bug first in xfce4-4.6.2, but in 4.8pre2 it is also the same problem.
Okay, I have now used another Environment then XFCE, Icewm and noticed the same behavior. So I think, it is a problem with some of the XServer-components (e.g. kbd-driver). So I think we can close the thread. Sorry for the false alarm.