I finally was able to test it on another computer today. It was a desktop Dell computer but pressing L.SHIFT + M on the keyboard still produced MY. Using Aquakeytest, when I press L.SHIFT and M, it shows that Y is also pressed. The keys that I saw that had this problem were: z, x, c, v, m, <, >, ENTER, NUMLOCK, NUM/ and NUM*, when pressed together with LSHIFT or RSHIFT; each shift+key combo activated another key as if there was a short circuit or something.
Thanks for the suggestions, but I'm afraid that there isn't anything I can do so I'll RMA the keyboard tomorrow. Luckily, I won't have any problems with the next one.