Как узнать о нажатии "non-menu" клавиши в момент когда меню показано?

Создайте обработчик сообщения WM_MENUCHAR.


unit Unit1;

interface

uses
        Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms, Dialogs, Menus;

type 
        TForm1 = class(TForm)
                MainMenu1: TMainMenu;
                One1: TMenuItem;
                Two1: TMenuItem;
                THree1: TMenuItem;
        private
                {Private declarations}
                procedure WmMenuChar(var m : TMessage); message WM_MENUCHAR;
        public
                {Public declarations}
end;

var
        Form1: TForm1;

implementation

{$R *.DFM}

procedure TForm1.WmMenuChar(var m : TMessage);
begin
        Form1.Caption := 'Non standard menu key pressed';
        m.Result := 1;
end;
end.