This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
As far as I know, such functionality is not provided by Java. It is usually provided somehow at the OS level, so it is inevitably OS specific. In Windows, you can register either a keyboard hook (to get all keystrokes), or a shortcut key (to get one specific keystroke). The former needs a callback routine placed in a DLL, the latter needs a window handle to send messages to, so you'd need some JNI/JNA wizardry to make it work. And this is only Windows, in other OSes, you'd need to implement another handling.