1. In your ~/.xmonad/xmonad.hs:

 import XMonad.Prompt
 import XMonad.Prompt.RunOrRaise

2. In your keybindings add something like:

   , ((modMask x .|. controlMask, xK_x), runOrRaisePrompt defaultXPConfig)

For detailed instruction on editing the key binding see XMonad.Doc.Extending#Editing_key_bindings.