Help Hotkey Delays

So i wanted to create a hotkey for a specific function but i need this to react as quickly as possible but noticed a very small delay. I was told it was the method of how i was doing it so im looking for another way to hotkey my function.

the normal code looked like:

MainFunction()
{
}

Hotkey(BYTE Key)
{
if (Key == K_MainFunction)
MainFuntion();

return FALSE;
}

how else could i do this with the result im looking for
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