Add shortcut with lxde or openbox

Edit file $HOME/.config/openbox/lxde-rc.xml and then add your shortcut in.

Example

Set Control+Winkey+F12 as shortcut for vim

<keybind key="C-W-F12">
    <action name="Execute">
        <command>/usr/local/bin/grkill</command>
    </action>
</keybind>