I own a Dell Studio XPS 16.
The media keys work fine when logged in, but stop working after the screen is locked. Although I can imagine this being classified under the 'feature, not a bug' class, in some cases it could still be a very handy option to be able to to mute the sound when the screen is locked, for example.
Is there a way to use the media keys, even when the screen is locked?
The problem and reason it's not possible is because it's considered a bit of a security problem if the locked computer can communicate with the desktop.
Might be worth a gnome bug report though.
Not currently possible.