Here is good example from stackoverflow： http://stackoverflow.com/questions/3654787/global-hotkey-in-console-application。 It works like a charm!

Here I paste the code for your convenience (I don’t own the copyright).
The helper class for hotkey registry

using System;
using System.Windows.Forms;
using System.Runtime.InteropServices;

  public class HotKeyManager
  {
    public static event EventHandler HotKeyPressed;

    public static int RegisterHotKey(Keys key, KeyModifiers modifiers)
    {
      int id = System.Threading.Interlocked.Increment(ref _id);
      RegisterHotKey(_wnd.Handle, id, (uint)modifiers, (uint)key);
      return id;
    }

    public static bool UnregisterHotKey(int id)
    {
      return UnregisterHotKey(_wnd.Handle, id);
    }

    protected static void OnHotKeyPressed(HotKeyEventArgs e)
    {
      if (HotKeyManager.HotKeyPressed != null)
      {
        HotKeyManager.HotKeyPressed(null, e);
      }
    }

    private static MessageWindow _wnd = new MessageWindow();

    private class MessageWindow : Form
    {
      protected override void WndProc(ref Message m)
      {
        if (m.Msg == WM_HOTKEY)
        {
          HotKeyEventArgs e = new HotKeyEventArgs(m.LParam);
          HotKeyManager.OnHotKeyPressed(e);
        }

        base.WndProc(ref m);
      }

      private const int WM_HOTKEY = 0x312;
    }

    [DllImport("user32")]
    private static extern bool RegisterHotKey(IntPtr hWnd, int id, uint fsModifiers, uint vk);

    [DllImport("user32")]
    private static extern bool UnregisterHotKey(IntPtr hWnd, int id);

    private static int _id = 0;
  }


  public class HotKeyEventArgs : EventArgs
  {
    public readonly Keys Key;
    public readonly KeyModifiers Modifiers;

    public HotKeyEventArgs(Keys key, KeyModifiers modifiers)
    {
      this.Key = key;
      this.Modifiers = modifiers;
    }

    public HotKeyEventArgs(IntPtr hotKeyParam)
    {
      uint param = (uint)hotKeyParam.ToInt64();
      Key = (Keys)((param & 0xffff0000) >> 16);
      Modifiers = (KeyModifiers)(param & 0x0000ffff);
    }
  }

  [Flags]
  public enum KeyModifiers
  {
    Alt = 1,
    Control = 2,
    Shift = 4,
    Windows = 8,
    NoRepeat = 0x4000
  }

Example of using the helper class

using System;
using System.Windows.Forms;

namespace ConsoleHotKey
{
  class Program
  {
    static void Main(string[] args)
    {
      HotKeyManager.RegisterHotKey(Keys.A, KeyModifiers.Alt);
      HotKeyManager.HotKeyPressed += new EventHandler(HotKeyManager_HotKeyPressed);
      Console.ReadLine();      
    }

    static void HotKeyManager_HotKeyPressed(object sender, HotKeyEventArgs e)
    {
      Console.WriteLine("Hit me!");
    }
  }
}