// The hWnd is the window which will be notified when the hotkey was pressed.

int hotkeyId1 = 1; // Every hotkey in a thread should have a unique ID...

// The window procedure should look something like this:
switch(msg)
{
 case HOTKEY:
  switch ((int)wParam)
  {
   case hotkeyId1:
    MessageBox(NULL, "Ctrl+Alt+F5 was hit", "Hotkey", MB_OK);
   break;
  }
 break;
.
.
}

// Add the hotkey:

// You can use MOD_CONTROL, MOD_ALT, MOD_SHIFT or MOD_WIN.
// Last variable is simply the VK.
if (RegisterHotkey(hWnd, hotkeyId1, MOD_CONTROL | MOD_ALT, VK_F5) == 0) {
 // Error
}


// Remove the hotkey:
UnregisterHotkey(hWnd, hotkeyId1);