RWindowGroup::CaptureKey function, demonstrated earlier does not allow for capturing long key presses. There is a similar function RWindowGroup::CaptureLongKey, however you cannot just use it instead the CaptureKey.
The trick is to call CaptureLongKey after the CaptureKey. The attached compilable example is an ExeDll that can be run on Emulator with the help of ExeLauncher
void CGlobalCapturer::StartCapturingL()
{
// Connect to the window server
User::LeaveIfError( iWsSession.Connect() );
// Create an invisible window group. Well, we'll make it invisible later
iWindowGroup = new (ELeave) RWindowGroup ( iWsSession );
// @see RBlankWindow::Construct
iWindowGroup->Construct( (TUint32)iWindowGroup, EFalse );
// You cannot just call CaptureLongKey for the same key code
// You MUST call CaptureKey first
User::LeaveIfError( iCaptureHandle = iWindowGroup->CaptureKey(
KKeyCode , 0, 0 ) );
// And finally capture long key presses
User::LeaveIfError( iLongCaptureHandle = iWindowGroup->CaptureLongKey(
KKeyCode , KKeyCode, 0, 0, 0, 0 ) );
// Send created window to the background and hide it from the
// application switcher
iWindowGroup->SetOrdinalPosition(-1);
iWindowGroup->EnableReceiptOfFocus( EFalse );
iWindowGroupName = CApaWindowGroupName::NewL( iWsSession );
iWindowGroupName->SetHidden(ETrue);
iWindowGroupName->SetWindowGroupName( *iWindowGroup );
// Tell window server, that we are ready to receive events
iWsSession.EventReady( &this->iStatus );
CActiveScheduler::Add( this );
SetActive();
}