[delphi.com.ar]

Entendí mal tu pregunta, simplemente te recomiendo utilizar las constantes a las que hace referencia lucasarts_18, definidas en la unit Windows:

Código Delphi [-]
  { Virtual Keys, Standard Set }
  ...   
  VK_TAB = 9;
  ...   
  VK_RETURN = 13;
  ...

Empezado por delphi.com.ar.... Respuesta errónea

A ver si te gusta:

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, ComCtrls;

type
  TForm1 = class(TForm)
    procedure WMKeyDown(var Message: TWMKeyDown); message WM_KEYDOWN;
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.WMKeyDown(var Message: TWMKeyDown);
var
  PBuff: PChar;
begin
  PBuff := StrAlloc(MAX_PATH);
  try
    GetKeyNameText(Message.KeyData, PBuff, MAX_PATH);
    Caption := PBuff;
  finally
    StrDispose(PBuff);
  end;
end;

end.

http://www.clubdelphi.com/foros/show...36&postcount=2

Saludos!