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{...}
  private
    { Private declarations }
    id1: Integer;
    procedure WMHotKey(var Msg: TWMHotKey); message WM_HOTKEY;
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.WMHotKey(var Msg: TWMHotKey);
begin
  if Msg.HotKey = id1 then
    ShowMessage('Ctrl + A pressed !');
end;

procedure TForm1.FormCreate(Sender: TObject);
const
  MOD_CONTROL = 2;
  VK_A = $41;
begin
  // Registrierung Hotkey Ctrl + A
  id1 := GlobalAddAtom('Hotkey1');
  RegisterHotKey(Handle, id1, MOD_CONTROL, VK_A);
end;

// "Entregistrieren" der Hotkeys
procedure TForm1.FormDestroy(Sender: TObject);
begin
  UnRegisterHotKey(Handle, id1);
  GlobalDeleteAtom(id1);
end;