At least for Windows 7.I just want to say I was having the same problem as everyone else. But not anymore.
There is one important step though. After you copy and paste and save file as *.ahk then you must right click on the icon of the newly created document and hit "compile script."
Once this is done you may go into a Word file and hit the key you wanted set up as a hotkey to see if it works. If it works, it will work in the game.
Again Note--I know that this works with Win7 but I have not tested it via vista. Unfortunately you still have to turn off UAC.
[Edited by LilLeprachaun, 6/12/2012 6:32:36 PM]