// Beware: the keyEquivalent must be lowercase in order not to have the shift modifier
NSMenuItem *menuItem = [[NSMenuItem alloc] initWithTitle:@"Action" action:@selector(menuItemAction:) keyEquivalent:@"r"];
[menuItem setTarget:self];
[menuItem setKeyEquivalentModifierMask:NSCommandKeyMask | NSAlternateKeyMask];
// Add the menu item at the end of menu whose index is 1 (most probably the File menu)
[[[[NSApp mainMenu] itemAtIndex:1] submenu] addItem:menuItem];

Programmatically add a menu item

Add a menu item

Objective C