To bring an updated answer, the .net 4.0 framework enables you to do this nicely by letting you bind a KeyBinding Command to a command in a viewmodel.
So… If you wanted to listen for the Enter key, you’d do something like this:
<TextBox AcceptsReturn="False">
<TextBox.InputBindings>
<KeyBinding
Key="Enter"
Command="{Binding SearchCommand}"
CommandParameter="{Binding Path=Text, RelativeSource={RelativeSource AncestorType={x:Type TextBox}}}" />
</TextBox.InputBindings>
</TextBox>