When you have defined your shortcuts, :
To the left in NX there is the "resource bar" , ( the Assembly navigator, the Part Navigator , the Web browser etc etc.)
In the resource bar there is also "Roles" , open that tab, then in the white space below the existing roles, right click and select "New User role".
Name it "Tomas" (if your name happens to be Tomas ) and press OK.
doing this will store your customizations in :
C:\Users\"username"\AppData\Local\Siemens\NXxxx\roles\NX_role...mtx ( Notice that it will not be named as the displayed name.)
where : "appdata" is a hidden directory , you have to type the name in to see it
where : "NXxxx" is the NX-version you are using currently
Where : "NX_Role....mtx" will be "NX_role0.mtx" for the first role, "NX_role1.mtx" for the second role you create etc etc
You can forget that this file does exist. Unless you want to copy your roles to a different computer.
If you tomorrow notice that you have lost your shortcuts, simply click the role "Tomas" in the roles palette and they should be back.
In case you later add new customizations and hotkeys, right click the role "Tomas" and press Save and the new customizations will be included in the role.