I read some old posts/threads about ambersands on OK and Cancel buttons, whether ambersands are necessary or not for those two buttons because Enter key does the job which OK button does, and Esc key does what Cancel button does. But now in Messenger Plus! Live Preferences, Contacts on Desktop, Filter Contacts windows, Esc key acts as Cancel button, but Enter key doesn't act as OK button. Is this correct or wrong? Should it be fixed?

By standard Windows conventions, yes it is wrong, but I don't think it's that big a deal. After all, Escape works as expected, which is usually enough for most people.