How can I truly and permanently for all applications in Windows 7 remap a key combo to a key not necessarily on the keyboard?

I tried using AutoHotKey to map Win + , (that is, the windows key and the comma key) to <, but it won't work for all applications. What are the reasons for this, and what can I do about it? Examples of an applications where it doesn't work are Cygwin, vim, emacs (not necessarily started from cygwin) and for operating systems launched inside of VirtualBox. Interestingly, most of the applications where it doesn't work actually exhibit different behavior from each other (they display different characters).

The reason I want to do this remapping, by the way, is because I am using a keyboard (American) which physically has one less key than the keyboard map that I would like to use (Norwegian).