First find the keycode of the key you wish to map. Do this by running xev and press the key you wish to map (e.g., the Windows key) and look for the keycode:
KeyPress event, serial 22, synthetic NO, window 0x4000001, root 0x26, subw 0x0, time 24756 22836, (129,34), root:(139,245), state 0x58, keycode 115 (keysym 0xffed, Meta_L), same_screen YES,
keycode 115 = F15
xmodmap ~/.Xmodmap. You can do this interactively instead with:
$ xmodmap -e "keycode 115 = F15"
Now you should be able to bind F15 to any action with, for example, sawfish.
Even better, sawfish supports custom modifier keys (i.e., modifiers apart from Ctrl, Alt, and Shift- and knows about Hyper). You can map the left windows key:
keycode 115 = Hyper_L add Mod2 = Hyper_L
Hyper_L for all bindings related to the window manager
(thus freeing Ctrl and Alt-based bindings). This makes it a perfect
window manager key.
keycode 115 = Hyper_L add mod3 = Hyper_L keysym Alt_L = Meta_L Alt_L add mod1 = Meta_L