Windows custom hotkeys / shortcut keys

Trying to create hotkeys for things within Windows 7.  According to the docs, it seems as though you should be able to create a shortcut to the executable and add shortcut keys.  Not so much...

This seems to work OK when you have your shortcut on the desktop.  But, if that shortcut is moved of just created in another location, no such luck... the shortcut keys no longer work.

I found the post below which provides a suggestion, an explanation and some discussion.  In short:

Create a folder called:

C:\Users\username\AppData\Roaming\Microsoft\Windows\Start Menu\_hotkeys

Hotkey assignments within shortcuts in there are remembered/restored at next login.

http://www.sevenforums.com/customization/34091-custom-keyboard-shortcut-key-not-working-properly-2.html