How to set global hotkeys for Rhythmbox?

When you go to System → Preferences → keyboard Shortcuts, you should see predefined shortcuts for Play, pause and so on. Click on the shortcut, on the right, to edit them.

However, using F1, F2 and so on may be problematic. Some legacy applications may open up their help whenever you press F1 for instance.

screenshot, curtsey of ubuntuka.com