[Noiro]

Puedes utilizar RegisterRawInputDevices.

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  USHORT = Word;
  HRAWINPUT = THandle;
  LPVOID = Pointer;

  tagRAWINPUTDEVICE = record
    usUsagePage: USHORT;
    usUsage: USHORT;
    dwFlags: DWORD;
    hwndTarget: HWND;
  end;
  RAWINPUTDEVICE = tagRAWINPUTDEVICE;
  TRawInputDevice = RAWINPUTDEVICE;
  PRawInputDevice = ^TRawInputDevice;
  LPRAWINPUTDEVICE = PRawInputDevice;
  PCRAWINPUTDEVICE = PRawInputDevice;

  tagRAWINPUTHEADER = record
    dwType: DWORD;
    dwSize: DWORD;
    hDevice: THandle;
    wParam: WPARAM;
  end;
  RAWINPUTHEADER = tagRAWINPUTHEADER;
  TRawInputHeader = RAWINPUTHEADER;
  PRawInputHeader = ^TRawInputHeader;

  tagRAWMOUSE = record
    usFlags: WORD;
    union: record
    case Integer of
      0: (
        ulButtons: ULONG);
      1: (
        usButtonFlags: WORD;
        usButtonData: WORD);
    end;
    ulRawButtons: ULONG;
    lLastX: LongInt;
    lLastY: LongInt;
    ulExtraInformation: ULONG;
  end;
  RAWMOUSE = tagRAWMOUSE;
  TRawMouse = RAWMOUSE;
  PRAWMOUSE = ^RAWMOUSE;
  LPRAWMOUSE = ^RAWMOUSE;

  tagRAWKEYBOARD = record
    MakeCode: USHORT;
    Flags: USHORT;
    Reserved: USHORT;
    VKey: USHORT;
    Message: UINT;
    ExtraInformation: ULONG;
  end;
  RAWKEYBOARD = tagRAWKEYBOARD;
  TRawKeyboard = RAWKEYBOARD;
  PRawKeyboard = ^TRawKeyboard;
  LPRAWKEYBOARD = PRawKeyboard;

  tagRAWHID = record
    dwSizeHid: DWORD;    // byte size of each report
    dwCount: DWORD;      // number of input packed
    bRawData: array [0..0] of BYTE;
  end;
  RAWHID = tagRAWHID;
  TRawHID = RAWHID;
  PRawHID = ^TRawHID;
  LPRAWHID = PRawHID;


  tagRAWINPUT = record
    header: TRawInputHeader;
    case Integer of
      0: (mouse: RAWMOUSE);
      1: (keyboard: RAWKEYBOARD);
      2: (hid: RAWHID);
  end;
  RAWINPUT = tagRAWINPUT;
  TRawInput = RAWINPUT;
  PRawInput = ^TRawInput;
  LPRAWINPUT = PRawInput;

  TForm1 = class(TForm)
  private
  protected
    procedure CreateWindowHandle(const Params: TCreateParams); override;
    procedure WMInput(var Message: TMessage); message WM_INPUT;
    { Private declarations }
  public
    { Public declarations }
    
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

const
  GenericDesktopControls: USHORT = 01;
  Keyboard: USHORT = 06;
  RIDEV_INPUTSINK = $00000100;

  RIM_INPUT = 0;
  RIM_INPUTSINK = 1;
  RID_INPUT = $10000003;

  RIM_TYPEMOUSE      = 0;
  RIM_TYPEKEYBOARD   = 1;
  RIM_TYPEHID        = 2;

  RI_KEY_MAKE = 0;
  RI_KEY_BREAK = 1;


function RegisterRawInputDevices(
  pRawInputDevices: PCRAWINPUTDEVICE;
  uiNumDevices: UINT;
  cbSize: UINT): BOOL; stdcall; external user32;

function GetRawInputData(
  hRawInput: HRAWINPUT;
  uiCommand: UINT;
  pData: LPVOID;
  var pcbSize: UINT;
  cbSizeHeader: UINT): UINT; stdcall; external user32;


{ TForm1 }

procedure TForm1.CreateWindowHandle(const Params: TCreateParams);
var
  RID: TRawInputDevice;
begin
  inherited;

  RID.usUsagePage := GenericDesktopControls;
  RID.usUsage := Keyboard;
  RID.dwFlags := RIDEV_INPUTSINK;
  RID.hwndTarget := Handle;
  Win32Check(RegisterRawInputDevices(@RID, 1, SizeOf(RID)));
end;

procedure TForm1.WMInput(var Message: TMessage);
var
  Size: UINT;
  Data: array of Byte;
  RawKeyboard: TRawKeyboard;
  RawHID: TRawHID;
begin
  if (Message.WParam and $FF) in [RIM_INPUT, RIM_INPUTSINK] then
    inherited;

  if (GetRawInputData(Message.LParam, RID_INPUT, nil, Size,
      SizeOf(TRawInputHeader)) = 0) then begin
    SetLength(Data, Size);
    if (GetRawInputData(Message.LParam, RID_INPUT, Data, Size,
        SizeOf(TRawInputHeader)) <> UINT(-1)) then
    begin
      if (PRawInput(Data)^.header.dwType = RIM_TYPEKEYBOARD) then
      begin
        RawKeyboard := PRawInput(Data)^.keyboard;

        if (RawKeyboard.VKey = VK_CONTROL) then begin
          if RawKeyboard.Flags and RI_KEY_BREAK = RI_KEY_BREAK then
            Cursor := crDefault
          else
            Cursor := crSizeAll; // will call continously until key is released
        end;
        // might opt to reset the cursor regardless of pointer position...


        if (RawKeyboard.VKey = Ord('A')) then
        begin
          // ....
        end;
      end
      else if (PRawInput(Data)^.header.dwType = RIM_TYPEHID) then
      begin
        RawHID := PRawInput(Data).hid;
        // ....
      end;
    end;

  end;
end;

end.

Para poder "escuchar" el HID tendrás que registrarlo en la llamada RegisterRawInputDevices pasando un array con el total de dispositivos.