Alright... After much help from GaryFrost I've got this. I plan to implement it into my Multiple Desktops code but I want to know if it works good. The part I really care about is the last part of the message box that says what the assignment statement is.
For example if the hotkey is Ctrl + Alt + A is should say ^!a Please let me know if that is working for most of the hotkeys.
#include <GUIConstantsEx.au3>
#include <WinAPI.au3>
HotKeySet('{CAPSLOCK}', '_ExcludeHotkey')
HotK