Example for iTunes:
In StrokeIt editor, find Windows Desktop in the list of applications. (If it's not there, you'll have to add it; reply here and I'll tell you how.)
Right-click it and select New Action. Right-click that and rename it (e.g.) "iTunes".
Click the blank area just above the Add Gesture button on the right and select a gesture from the drop-down list (e.g. "I"). Click add Gesture and you will see it in the larger box under "Gestures that will execute...".
Go back to the application list and right-click iTunes again and select New Command. Right-click that and rename it (e.g.) "itunes.exe" Select Run- Run Program from the drop-down list under "Configure a command...". Use the Browse button under the textbox labeled "File:" to browse to itunes.exe (usually in C:\Program Files\iTunes).
Done; test.
P.S. Hey Leo, there I go again :):)