For some reason, hotkey / application shortcut support for a keyboard combination such as Ctrl+Shift+(key) was broken back in Xubuntu 8.10 (and still is broken in 9.10…).
Needless to say, this issue is really annoying me as I used to assign keys like Ctrl+Shift+# (I have an British keyboard) for controlling Play/Pause in Banshee to enable one-handed operation.
Anyhow, I came across this application called "XBindKeys" on linux.com the other day, and now, with the help of XBindKeys, I can now use those hotkey combinations!
aptitude install xbindkeys xbindkeys-config
xbindkeys-config to setup your hotkeys via a GUI.
XBindKeys is capabile of more things (such as extending hotkeys support for mouse buttons) – please see XBindKeys’ homepage for more information.