I'm not too sure about keyboard shortcuts in Konqueror, but you can make a custom menu item for mp3's or any other filetype. These custom menu items come up when you right-click on a file (much like 'Extract here' for zip or tar.gz files). The instructions are here:
I've not tried this yet, so I can't comment on how easy (or not) this is, but the page is from the KDE website so I'm assuming it's the official 'howto'.
Basically, you can execute any command on the file you're right clicking with a custom menu, so if there's a command which tells xmms to cue the file, you can do it with this.