You can register a shortcut key for your macro in your AutoOpen.

<DnaLibrary Name="Test OnKey" Language="C#">
<![CDATA[
using ExcelDna.Integration;
public class TestOnKey : IExcelAddIn
{
    public void AutoOpen()
    {
        // Register Ctrl+Shift+H to call SayHello
        XlCall.Excel(XlCall.xlcOnKey, "^H", "SayHello");
    }
    public void AutoClose()
    {
        // Clear the registration if the add-in is unloaded
        XlCall.Excel(XlCall.xlcOnKey, "^H");
    }

    [ExcelCommand(MenuText = "Say Hello")](ExcelCommand(MenuText-=-_Say-Hello_))
    public static void SayHello()
    {
        XlCall.Excel(XlCall.xlcAlert, "Hello there!");
    }
}

]]>
</DnaLibrary>

This can also be done with the COM interface, using Application.OnKey.