This came up in Coriolis and in Forbidden Lands and the rules-as-written are not very clear and we can interpret it in few ways. The situation is:
PC is having ranged weapon and shooting at a distant target. The PC is also attacked in melee by another opponent. Are there penalties to the RANGED COMBAT roll?
The rules state that you get -3 at close range only if you target the person that you are engaged in melee with, but nothing states if you shoot at someone else
For me there should be at least opportunity attack or same penalty as if you are targeting the melee attacker, but I don't see anything in the text.