To add global keybindings (to start a particular application
for e.g.), you need to do the following (thanks to Justin Mason):
  - Use the KDE menu editor (right-click on the K menu and select "Menu Editor")
  - Create a menu for your own commands -- e.g. "Justins Apps" in my case
  - In that, create entries for all the actions you want to be able to
    take, e.g. "Next Track", "Prev Track", "Start Playing", "Stop Playing",
    and use the 'Current shortcut key' to set a key binding for each
    one.  e.g.:
        Name: Stop Playing
        Command: xmms --whatever-switch
        Current shortcut key: Ctrl-Whatever
  - Save and Quit.

Key	Action	Notes
Alt+F2	mini command line