Edit: I have now added a list of all the AppCommand values which will let you remap the media keys to MCC commands via the registry if necessary, rather than requiring third-party tools to be running.
I misunderstood. I thought he was talking about keyboard shortcuts, not the media keys built into a keyboard.
I could be wrong (my keyboard doesn't have those keys), but I think these should work by default. But, sometimes keyboard driver software interferes with the normal Windows behavior (in particular, Logitech's SetPoint drivers). You can try different settings here:
Options > General > Advanced > Media Key Mode
Usually the defaults work right, but not always. You may have to set this to work through your keyboard's driver if you have it installed.