Código Delphi [-]
procedure TForm.FormKeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
 If (Key=VK_F5) and (ssCtrl in shift) and (ssShift in shift) and (ssAlt in Shift) Then begin
     showmessage('press, press, press');
end;

Código Delphi [-]
unit Unit1;
 
interface
 
uses Windows, Messages, Classes, Graphics, Controls, Forms, Dialogs, StdCtrls;
 
type
 TForm1 = class(TForm)
  procedure FormCreate(Sender: TObject);
  procedure HotKey(var Message: TMessage); message WM_HOTKEY;
 end;
 
var Form1: TForm1;
 
implementation
 
{$r *.dfm}
 
procedure TForm1.FormCreate(Sender: TObject);
begin
 RegisterHotKey(Handle, 666, MOD_ALT or MOD_CONTROL or MOD_SHIFT, VK_F5);
end;
 
procedure TForm1.HotKey(var Message: TMessage);
begin
 if Message.WParam = 666 then
  begin
   SetForegroundWindow(Handle);
   ShowMessage('HOT key');
  end;
end;
 
end.