The goal of this small HOWTO is to create a custom keyboard shortcut to run a software (like xmms, 3ddesk, ...) or what command line you want (xkill, transset 0.5, ...). Personally i use this trick to launch xkill, different values of transset and also alltray.
A- Using xbindkeys, works for each desktop (KDE, GNOME, XFCE, ...)
1- First install xbindkeys :
Code:
sudo apt-get install xbindkeys
2- Install xbindkeys-config, it's a GTK frontend for xbindkeys so it' easy to configure xbindkeys with that.
Code:
sudo apt-get install xbindkeys-config
3- Configuration
Launch xbindkeys : Then launch the GUI : And then enjoy how it's easy to configure shortcuts with this GUI 
B- Using metacity (the default GNOME window manager)
In the example i give, i want to start xkill (graphical kill) using "Alt + a" shortcut.
You will see some screenshots from aysiu at the bottom of the post.
1- Open GConf editor (Applications -> System Tools -> Configuration Editor), go to apps -> metacity -> keybinding_commands, and now choose a command, for my example I choose command_1. Edit command_1 writing xkill in order to run xkill (or every command you want to launch like in a terminal).
2- In the same directory go to global_keybindings. Edit command_1 (or the command you choose in part 1) with the wanted shortcut like that : <Alt>a (to use the windows key just edit the field with Super_L)
Misc
If you are looking for the name a key, the tool xev will help you. Just type xev in a terminal then you will see an output for each key you hit.
There are some output exemples of xev in this thread.
that's all !
Enjoy
