Call some code when press some key ?

Short answer for @Dum_: don’t rely on form KeyDown (it only fires when your window is active) and you probably don’t need a low-level global hook. Use the Win32 RegisterHotKey API to bind a system-wide hotkey that still sends a WM_HOTKEY message when your app is minimized (tray or hidden). That avoids DLL injection/global-hook complexity (what @Geekitygeek and @DdoubleD hinted at) and is simpler to maintain.

Key points to implement

• Register a hotkey (usually with modifiers, e.g. Ctrl+Alt+M) so you avoid conflicting with normal typing. Plain M without modifiers will interfere with user input and other apps.
• Handle WM_HOTKEY in your window’s message loop (override WndProc) and call your auto-click routine from there.
• Unregister the hotkey on exit. If your form is hidden, ensure its window handle exists before you register (access Handle to force creation) or create a message-only window/HwndSource for the messages.
• You cannot intercept OS Secure Attention Sequence (Ctrl+Alt+Del). Services and non-interactive sessions cannot receive desktop hotkeys either.

A minimal C# WinForms pattern

const int WM_HOTKEY = 0x0312;
const int HOTKEY_ID = 9000;
const uint MOD_CONTROL = 0x0002;
const uint MOD_ALT = 0x0001;

[DllImport("user32.dll", SetLastError=true)]
static extern bool RegisterHotKey(IntPtr hWnd, int id, uint fsModifiers, uint vk);
[DllImport("user32.dll", SetLastError=true)]
static extern bool UnregisterHotKey(IntPtr hWnd, int id);

// in OnLoad:
RegisterHotKey(this.Handle, HOTKEY_ID, MOD_CONTROL | MOD_ALT, (uint)Keys.M);

// in WndProc:
if (m.Msg == WM_HOTKEY && m.WParam.ToInt32() == HOTKEY_ID) StartAutoClick();

// on close:
UnregisterHotKey(this.Handle, HOTKEY_ID);

Troubleshooting: check RegisterHotKey’s return value and inspect Marshal.GetLastWin32Error() on failure; choose modifiers to avoid collisions; avoid global hooks unless you specifically need to inspect every keystroke (they’re more complex and can trigger AV warnings).