Have you looked into "Handling keyboard events" in the helpfile?
Have you? And did you look at the issue link I sent?
I know how to do a EventListener! the problem is that the Flash Player does not 'trap' the browser shortcuts !!!
The manual says:
"When handling a key or key combination that the underlying operating system or browser recognizes, the operating system or browser generally processes the event first. For example, in Microsoft Internet Explorer, pressing Control+w closes the browser window. If you trap that combination in your Flex application, Internet Explorer users never know it, because the browser closes before the ActiveX Flash Player has a chance to react to the event."
So I'm guessing that, for some kind of reason, Flash Player is the only ActiveX that does not handle this.