The Keyboard Navigation Help extension provides compact instructions to help your visitors navigate the menus with the keyboard.
If you're using a browser which supports custom keyboard navigation (any Mozilla browser, Safari 1.2+, or Win/IE5 or later) then you should see a little button embedded in the first navbar link - this is the hotkey icon, which will say F12 unless you've already changed the hotkey.
Press the hotkey, and a layer will popup with instructions on how to navigate with the keyboard. It will then set a cookie so that doesn't happen every time.
For this demo only, you can refresh the page to clear the cookie and see the instructions again.