One of the changes that Microsoft made with the Surface Pro 3 is that they moved the Windows button from the bottom of the device to the right bezel. They had to do this because the new Type cover, when attached to the bottom of the device, covers the Windows button.
When they moved the button to the right side, an unforeseen issue arose after it was released into the hands of reviewers who kept accidently engaging the key when using the pen. While we did not have a huge issue with the key placement, we did accidently engage it a few times and can understand those who use the pen extensively that this could be a deal-breaker.
Microsoft, like they did with the Pro 2, gave a Pro 3 over to Gabe at Penny Arcade who had a lot of trouble with the placement of the Windows key. In a follow-up post, he noted that Microsoft had brought him a device for testing that had a fix for the issue he was encountering.
The fix is quite simple, when the device detects the pen is in contact with the screen, the Windows key is disabled. When you lift the pen off of the Pro 3, the key is still disabled for a second to allow you to select menu items without worry of engaging the button.
This software tweak fixed the problem of accidental engagements but unfortunately, Microsoft hasn't figured out how they want to implemented this option so it's not ready for mass distribution, yet.
The good news here is that Microsoft already has a fix for the issue in the works and seeing that the company is quite good about delivering software updates to Windows, we should hopefully see this option arrive in the near future.
Source: Penny Arcade