CrunchBang & Openbox: no reaction to laptop shutdown key pressed

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http://unix.stackexchange.com – I've just installed #! and I'm loving the customizable Openbox DE. However, when I press the shutdown/sleep/whatever button on my laptop, the system doesn't react. For example, when I was using Debian & Gnome, and when I pressed the said button, Gnome displayed a dialog box asking me whether I want to shutdown etc. The mentioned dialog box also appears when I go to menu->exit in Openbox. Question: How can I bind the shutdown button to Openbox->exit? Some info: xev + shutdown button says: KeymapNotify event, serial 46, synthetic NO, window 0x0, keys: 0 0 0 0 0 0 (HowTos)