as long as i know, you can't iterate all existing windows.
The simplest way to do this, is haveing seperate hotkeyfiles..

Edit: ah, i think you can do it another way using: WinExists.
Try the follwoing:

Code:
<Hotkey ScrollLockOn Oem3 LButton, MButton, RButton, Button4, Button5>
<If WinExists WoW1>
    	<SendLabel w1>
    	 <ClickMouse %TriggerMainKey%>
<EndIf>
<If WinExists WoW2>
    	<SendLabel w2>
    	 <ClickMouse %TriggerMainKey%>
<EndIf>
<If WinExists WoW3>
    	<SendLabel w3>
    	 <ClickMouse %TriggerMainKey%>
<EndIf>
<If WinExists WoW4>
    	<SendLabel w4>
    	 <ClickMouse %TriggerMainKey%>
<EndIf>
<If WinExists WoW5>
    	<SendLabel w5>
    	 <ClickMouse %TriggerMainKey%>
<EndIf>
..not elegant, but maybe working