I can't lob the ball over the keeper. When I try to lob it, the player just makes a lob-pass to another player. I use keyboard and the A-button. How do you over the keeper?

You'll pass to a teammate if you're not well ahead of them. If you're 5-10 yards ahead of your nearest teammate, the lob should be aimed at goal.
One thing i love to do is to break through on the side along the goal line, and when the keeper throws himself at me, I lob the ball towards the end of the box. I just love to see my player bicycle kick the ball into the empty net...