The following example demonstrates registering a hot key with the system to globally trap the windows printscreen key.

Example:
type
  TForm  = class(TForm)
    procedure FormCreate(Sender: TObject);
    procedure FormDestroy(Sender: TObject);
  private
    { Private declarations }
    procedure WMHotKey(var Msg : TWMHotKey); message WM_HOTKEY;
  public
    { Public declarations }
  end;
var
  Form : TForm ;
implementation
{$R *.DFM}
const id_SnapShot =  0 ;
procedure TForm .WMHotKey (var Msg : TWMHotKey);
begin
  if Msg.HotKey = id_SnapShot then
    ShowMessage('GotIt');
end;
procedure TForm .FormCreate(Sender: TObject);
begin
  RegisterHotKey(Form .Handle,
                 id_SnapShot,
                 0,
                 VK_SNAPSHOT);
end;
procedure TForm .FormDestroy(Sender: TObject);
begin
  UnRegisterHotKey (Form .Handle, id_SnapShot);
end;