Program that shows keyboard combinations?

I'm doing some screencast tutorials for advanced photoshop masking techniques and I spend hella time edting in all the shortcuts I use when I produce the screencast in Premiere (Adding small overlays using titles showing the shortcuts used)

Anyone know if there's some small program that pops up a window anytime you use a keyboard combination using modifiers? I've seen a few videos that displays shortcuts and it doesn't look like something they edited in because it misfires a couple times and who would edit that in on purpose?