In a further effort to open Grooveshark to 3rd party developers, we have added an External Player Control API. (Side note: yes, it’s a hack to be polling a file all the time, but it’s also the only option we have until AIR 2.0 is out and most users have it installed.) Right now that means that we have support for keyboard shortcuts for OSX and Windows computers. To enable:
First open up desktop options by clicking on your username in the upper-right corner and selecting Desktop Options.

Notice the new option: Enable Global Keyboard Shortcuts (requires helper application)

Check that box (checking this box turns on polling the file mentioned in the External Player Control API) and select the proper client for your machine. In my case I chose windows, and I’ll go through setting that up now.
When you click on the link to download the keyboard helper, it should download via your browser. Once it is downloaded, run the app.

If prompted, tell Windows not to always ask before opening this file and choose Run.
The first time the application runs, it shows a list of keyboard shortcuts.

At this point the keyboard shortcuts listed should work! If they don’t, switch back to the desktop options window and make sure you click Apply or OK, then try again.
In your system tray you should notice a new icon (note: subject to change in future versions), that looks like the desktop icon with a blue bar in the lower-right corner. Rumor has it that is supposed to look like a keyboard.

If you right-click on the tray icon, you will see that there are a few options. The default configuration is pretty good, but I recommend setting it to start with Windows, so that it always is ready.

Big thanks go to James Hartig for hacking together the external player control API and the Windows keyboard shortcut helper, and to Terin Stock for the OSX helper. You can learn more about both keyboard shortcut helpers here. Hackers/developers: please feel free to extend functionality, create your own keyboard helpers (especially for Linux) or add integration to your current apps. Just show off what you’ve done so we can link to it!
Edit: Terin has supplied some Mac screenshots as well:

