[sur-se]

Bueno pues ahí pongo otra solución sin usar componentes externos como sugiere Neftali:

unit Unit1;
 
interface 
 
uses 
   Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
   Dialogs, StdCtrls;
 
type 
   TForm1 = class(TForm)
     Button1: TButton;
     procedure FormCreate(Sender: TObject);
     procedure HtoK(var Msg : TWMHotKey); message WM_HotKey;
   private
     { Private declarations }
   public
     { Public declarations }
   end; 
 
var 
   Form1: TForm1;
implementation 
 
{$R *.dfm}
 
procedure tform1.HtoK(var Msg : TWMHotKey);
begin 
showmessage('Alt-V');
end; 
 
procedure TForm1.FormCreate(Sender: TObject);
begin 
  registerHotKey(handle,GlobalAddAtom('ALT_V'),MOD_ALt,vKKeyscan('v'));
 
end; 
 
end.

Un saludo.