Thanks for all the help, if you have other ideas let me know.
Okay, this is the last idea I have.
After selecting it, keep the mouse-cursor on the planet, so you see the tooltip with the name and class. After pressing the keys, you should see the number for the class increase. So, if it said Class 0 before, it should say Class 1 after pressing the keys one time.
Also, make sure you are using the correct keys. CTRL+P only work in DL and, I think, DA. If you are playing TotA, the keys are CTRL+SHIFT+N.