You can just use windoze, create a short-cut for the program and then edit the properties. Click in the "Shortcut key" field, then hold down the Ctrl key (none will change to Ctrl+Alt+) and then type the letter you want to use as the short-cut (S for example). Release all the keys and click Apply|Ok.
To use the short-cut just hold down the Ctrl and Alt keys and type the letter you picked, in the example I gave type s and release all. The program will start.
Dont know if you know this already, but you can lock your computer by using windows key on keyboard, it definately works in XP, just hold windows key and press the letter L and your computer will lock, and go to a login screen.