[M.A.D.M.A.N.]

procedure WMHOTKEY(var msg:TMessage);message WM_HOTKEY;
*****
*****
procedure TForm1.WMHOTKEY(var msg:TMessage);
begin
if msg.WParam = 1 then
begin
// some actions
end;
end;

****
Для регистрации комбинации глобально
RegisterHotKey(handle,1,MOD_ALT,VK_RETURN);