Quick words, I am having problem with the Win Key in Linux; Cannot use it with other key combination to make a keyboard short cut. For example, I wish to open Konqueror by pressing Win+E (just to resemble openning windows explorer) but KDE won't accept it. When I press Win+E, KDE recognized it as just "E".

Googling around and the solution is simply to put this option in /etc/X11/xorg.conf in the InputDevice Section

Option      "XkbOptions" "altwin:meta_win"

After that, everything works just fine.