Hi, JT,
1. If you already have a Word icon on the desktop, skip to step 2. To
make an icon, open Windows Explorer, go to the folder where Word is
installed (such as C:\Program Files\Microsoft Office\Office10), and
right-click and drag to the desktop. When you drop it there, choose
Create Shortcut Here from the popup.
2. Right-click the Word icon and select Properties. If the Shortcut
tab of the Properties dialog isn't visible, click it. Half way down is
a box labeled "Shortcut key", and it probably says "None". Click in
that box and press the key combination you want -- I use Ctrl+Shift+W.
3. Click OK. Now try out your new shortcut key.
You can also create icons by dragging the icons of specific documents,
and they can have their own shortcut keys.