Find the program you want to use, create a shortcut if it does not have one. Put the shortcut anywhere you want. Right click on the shortcut/properties, click in Shortcut Key, then hit the F key you want to use.
I don't think you can assign a shortcut to an F# key all by itself (it will let you, but it shouldn't work properly). It would be like assigning a program shortcut to the S key (which would be really friggin annoying). The function keys have specific roles for individual apps. For example, in Windows Explorer:
F1 = help
F2 = rename file/folder
F3 = search
F4 = pull down address list box
F5 = refresh
F6 = switch between folder pane and file pane
F10 = go to menus
F11 = full screen
Imagine you had a program use F2 as a shortcut key. If you go into Windows Explorer and try to rename a file with F2, it would open up that program when all you were wanting to do was rename a file. I think it's a bug that the shortcut windows allow you to input Function keys by themselves as the shortcut key.
Thanx for clearing that up zyfos. Haven't used those shorcuts in a long time. Just been playing with them & it seems the only free F key I have is F12. All the others are taken up by what you posted & other apps.
personnaly, I use the windows key with the little software called Winkey (which is free btw). Works very well and you have only 2 buttons to press... because pressing 3 ou 4 button to start something, is WAYYYY to many