You can implement the IMessageFilter interface in your main form. This amounts to adding an override for PreFilterMessage, and looking for the particular message you need to catch. Here are code snippets that catch an escape key on a keydown. You can download a sample project(C#, VB). In the sample, there are two forms, with several controls. You'll notice that no matter what form or control has input focus, the escape key is caught in the PreFilterMessage override.
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