Ubuntu – Create keyboard shortcut to open home folder (Nautilus)

I'm running 12.04 inside VMWare Workstation.

I'd like to have the shortcut Windows-E to open my home directory (Nautilus). I tried it two ways, but none worked:

1. Going to System Settings / Keyboard / Shortcuts / Launchers / Home Folder I press Windows-E and it shows me Super+E, but when I press this key combination, I see a small text box in the lower right corner of my screen and the character e inside just typed (??)
2. Going to System Settings / Keyboard / Shortcuts / Custom Shortcuts, add a new one named "Nautilus" and command "nautilus", but has the same effect: records my keystrokes but opens this weird text box in the lower right

Executing nautilus from gnome-terminal works, but nothing else.

The other observation I made: I have Windows+Down to "restore" the current window. Even when I use this combination, which is custom and works for this action, I cannot open my Home folder.