How to use a function key on keyboard for executing a non SAP program

Hello Gurus.

My client want to run a non SAP program selecting the specific function key on keyboard during the entering data on SAP.

i knew that it is possible to execute a non sap program after adding special program each by SAP program. but, it is huge jobs.

client wants to run a non sap program wherever he is on SAP program. Is it possible ?