That's the only way? Seems strange to show the keyboard shortcuts when right-clicking the icon if you can't use them...or?
You must have it set to minimize to the system tray. The standard task bar "tab" (what the heck are those things supposed to be called anyway?) does not list the shortcuts when it is minimized.
There's no really effective way for MC to have system-wide shortcuts, as they could (and likely would) conflict with other application's shortcuts. For example, in MC
Control++ and
Control+- modify the Volume, but those same commands increase/decrease font size in Firefox.
You could use a program like UltraMon (which has global hotkey support) to define your own hotkeys and then assign them to little scripts like these:
Play-Pause:<package>
<job id="vbs">
<script language="VBScript">
set WshShell = WScript.CreateObject("WScript.Shell")
WScript.Sleep 100
WshShell.Run("C:\WINDOWS\system32\mjextman.exe /MCC 10000,0")
</script>
</job>
</package>
FF:<package>
<job id="vbs">
<script language="VBScript">
set WshShell = WScript.CreateObject("WScript.Shell")
WScript.Sleep 100
WshShell.Run("C:\WINDOWS\system32\mjextman.exe /MCC 10004,0")
</script>
</job>
</package>
RW:<package>
<job id="vbs">
<script language="VBScript">
set WshShell = WScript.CreateObject("WScript.Shell")
WScript.Sleep 100
WshShell.Run("C:\WINDOWS\system32\mjextman.exe /MCC 10005,0")
</script>
</job>
</package>
etc.
UltraMon does a lot more than offer global hotkey support. I'm sure there are other apps out there that do just that for free if you look around.