I copied form Windows Xp Professional SP3
It should help
To specify shortcut keys for specific programs
Before beginning this procedure, please refer to the documentation that came with the program to verify a shortcut was installed.
Open My Computer.
Locate the program file (.exe) or the program's shortcut icon. Right-click the program file or shortcut, and then click Properties.
Click the Program tab for an MS-DOS program or the Shortcut tab for a Windows program.
With the cursor in the Shortcut key box, select the keyboard key you want to use in combination with CTRL+ALT. Shortcut keys automatically start with CTRL+ALT. The Shortcut key box will display None until you select the key and then the box will display Ctrl+Alt+the key you selected. You cannot use the ESC, ENTER, TAB, SPACEBAR, PRINT SCREEN, SHIFT, or BACKSPACE keys.
To open My Computer, click Start, and then click My Computer.
Once you assign a shortcut key combination for a specific program, you will not be able to use that key combination with other programs. For a list of shortcut keys used by this version of Windows, click Related Topics.
If you forget the key combination for your shortcut, you can follow steps 2 through 3 and review your shortcut keys.
Using shortcut keys to open programs can often be simpler than opening programs using a pointing device, especially when working on portable computers.