Well, in whatever language you chose (.NET is a good start), you'd have need to either hook into the keybinding for that key, or hook into Windows Sound API and then display some type of HUD. Neither of which are exceptionally easy or appropriate for this forum (should be in programming).
Your other option would be to use something someone else has already created:
http://www.addictivetips.com/windows...r-for-windows/ for instance.
