It is just missed in the documentation but you should be able to enable this feature by setting lxlauncher-enable-key to true in your GTK settings file, for GTK+ 2.0 you can do it adding a line into ~/.gtkrc-2.0 file:
lxlauncher-enable-key=1 -- To UNSUBSCRIBE, email to debian-bugs-dist-requ...@lists.debian.org with a subject of "unsubscribe". Trouble? Contact listmas...@lists.debian.org
