If you are using the same command unit as I have then it's not too hard.

Firstly the software I got with my unit didn't work on vista but i got a driver from the net that let me do it. You should have installed on your pc a keymapping peice of software (will have saitek in the title). If you open this up it will show the current buttone set up - it has 6 variations as the controller can cope with that many set ups. Select one column (i picked the first) and simply click on the box for one of the command unit buttons and the press the key combo you want to attach to it - "shift+1" for example.

I have 1-11 linked to buttons 1-11. then button 12 to shift, button 13 to alt and button 14 to ctrl. Be careful as button 21 is called the shift button by saitek - but this works differently than your regular shift. you then save the profile you have changed. Every time you want to use the command unit for a game you select the profile using the toolbar icon.

It's not too hard just very badly explained by the manuals