Bob, according to the Interface Design Guidelines you will want your user to know what the shortcut key is to insert a record. Therefore, your best bet is to place it on the system menu with the shortcut key displayed on that menu bar. This is how I handle it in my apps. The other advantage to that is you don't have to worry about looking for keypresses. Your menu call would be something like:

_SCREEN.ActiveForm.AddRecord()

Additionally if you want the menu shortcut to be active depending on where the cursor is you can use the SKIP like _SCREEN.ActiveForm.GridActive and then set a property when entering and leaving the GRID. But also be careful because if the menu is active when you jump to another window then you will also want to disable it because that form may not have the same property. You can make it as complex as you want.