Like other keyboard shortcut troubles reported (http://www.the-soulmen.com/board/comments.php?DiscussionID=182), this one is intermittent. I assume whatever it is it'll have the same fix as these others.
I'm using a MacBook Pro (OSX 10.6.3)
I've assigned Control-Shift-G to an Inline Style.
Sometimes it works, sometimes it doesn't. I can't tell you how to make it fail, but it does fail sometimes ;-)
As an Inline Style command it's in a Menu, so I can use Keyboard Maestro to execute the command via the Menu.