[Wally Aime]

The path below will take you there.
NOTE* If you made any custom installation configurations this may be different but if you’ve installed it like the most of us, this will be a BREEZE!

C:\Users\username\Documents\Adobe\Premiere Pro\9.0\Profile-username\Win

Or in laymen turms,
1.) Click your internal hard drive
2.) Click on Users
3.) Click the folder with your name or your computer name on it
4.) Click My Documents
5.) Click Adobe
6.) Click Premiere pro (wich ever version you have)
7.) Click 7.0 or 8.0 or 9.0 (Wich ever one you have)
8.) Click Profil-username
9.) Click Win, Yeah…. This folder will be empty but this is where you will place your Keyboard shortcuts.

Simple answer, done.