How to set shortcut key in window xp?

Go to Regedit Start>Run> regedit.exe

HKEY_LOCAL_MAXHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths\
Create New Key>type ccc.exe for example>duble click on Default

Type the path in the value data> for example: M:\Picture\DSCN1371.JPG

Try with Start>Run type ccc