Here's how to code application wide hot-key (keyboard short cut) in a Delphi application. Application wide refers to being able to process keystrokes before they enter the standard keystroke processing.
The following example catches the CTRL + SHIFT + F9 key combination no matter what form (and control on the form) is active.
Note: you need to place a TApplicationEvents ("ApplicationEvents1") component from the Additional palette on a form ("Form1"), then handle the OnShortCut event as in:
procedure TForm1.ApplicationEvents1ShortCut(var Msg: TWMKey; var Handled: Boolean) ;
if (Msg.CharCode = VK_F9) and
(GetKeyState(VK_SHIFT) < 0) and
(GetKeyState(VK_CONTROL) < 0) then
ShowMessage('CTRL + SHIFT + F9 pressed!') ;
Handled := True;
Virtual Key Codes
How to set system wide Hot Key for a Delphi application
The state of the Shift, Ctrl, Alt keys