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  private
    FHotKeyID: TAtom;
    procedure WMKeyDown(var Msg: TWMKeyDown); message WM_KEYDOWN;
    procedure WMKeyUp(var Msg: TWMKeyUp); message WM_KEYUP;

[...]

procedure TForm1.FormCreate(Sender: TObject);
begin
  FHotKeyID := GlobalAddAtom('MyUniqueHotKeyID');
  if 0 = FHotKeyID then
    ShowMessage('GlobalAddAtom: ' + SysErrorMessage(GetLastError()))
  else
    if not RegisterHotKey(Handle, FHotKeyID, 0, Ord(' ')) then
      ShowMessage('RegisterHotKey: ' + SysErrorMessage(GetLastError()));
end;

procedure TForm1.WMKeyDown(var Msg: TWMKeyDown);
begin
  if Msg.CharCode = FHotKeyID then
    ShowMessage('down');
end;

procedure TForm1.WMKeyUp(var Msg: TWMKeyUp);
begin
  if Msg.CharCode = FHotKeyID then
    ShowMessage('up');
end;

procedure TForm1.FormDestroy(Sender: TObject);
begin
  if FHotKeyID <> 0 then
  begin
    UnregisterHotKey(Handle, FHotKeyID);
    GlobalDeleteAtom(FHotKeyID);
  end;
end;                    

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unit Unit2;

interface

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

type
  TForm2 = class(TForm)
    procedure FormCreate(Sender: TObject);
    procedure FormDestroy(Sender: TObject);
  private
    ID: Integer;
    procedure WMHotKey(var Msg: TWMHotKey); message WM_HOTKEY;
  public

    { Public declarations }
  end;

var
  Form2: TForm2;

implementation

{$R *.dfm}

procedure TForm2.FormCreate(Sender: TObject);
begin
  // Space
  ID := GlobalAddAtom('Hotkey1');
  RegisterHotKey(Handle, ID, 0, VK_SPACE);
end;

procedure TForm2.FormDestroy(Sender: TObject);
begin
  UnRegisterHotKey(Handle, ID);
  GlobalDeleteAtom(ID);
end;

procedure TForm2.WMHotKey(var Msg: TWMHotKey);
begin
  if Msg.HotKey = ID then
    ShowMessage('Space wurde gedrückt!');
end;

end.