To paraphrase something someone said in a thread recently, if you expect or desire a Mac to do things the same way a PC does, you will be sorely disappointed. If you learn to appreciate the way the Mac does things and how it makes work easier, little annoyances such as this don't seem as big. Since there aren't even separate keys for page up, down, home, and end, I'm not sure how it would be even close to a PC. Of course, you can always use an external keyboard.
There was software a while back that reversed the way the fn key worked, meaning you wouldn't have to hold fn down to do the fn functions while you would have to hold it down to do the normal functions. I forget what it was or if it even exists anymore. Is that a feature in Cocktail? I'm sure someone else can chime in.
Steve