First, you give a name to the hotkey in the cfg file (as you'll find a lot of names in the default.cfg).
Then you make sure the GUI listens to that hotkey by adding it as an object. If you're using SVN, I just split-off the hotkeys, see http://trac.wildfiregames.com/browser/ps/trunk/binaries/data/mods/public/gui/session/hotkeys.
Either add a file (that's better when you have a mod, the file will be automatically loaded, and when we change the hotkeys, the change will also go to your mod). Or modify a file (if you're wanting to get it into public, or make a total conversion mod, so not relying on public).