use

$(document).focusout(function() { 
       alert("your out"); 
});

I think @Cracker0dks's answer is the best way,

$(document).focusout(function() { 
       alert("your out"); 
});

If you want to track shortcut keys using jquery keypress events, you should know about the key codes of key board buttons. And alert user if they presses what combination of keys you want to track.

to know about key codes, visit this url http://help.adobe.com/en_US/AS2LCR/Flash_10.0/help.html?content=00000520.html

but If the user presses any short cut keys to minimize windows you can just show alert in the browser page only. After minimize user can't see your alert message.

You could also use it like in this fiddle DEMO