As said I dislike hotkeys, Phill has pointed out one reason, another is you have to be extremely carefull that you dont assign a hotkey to more than one button function.
As to your problem, can you attach a screenshot of the message as I have never seen that.
I have attached a lset with the X Zero button changed to X Hotkey, see if that works, you will need to save it to the main Mach3 folder and then in Mach use the View menu then load screens to load that screenset.
Hood