Convenience keys are the buttons on the side of the BlackBerry Curve. These buttons can be programmed to perform certain functions like, turning on the camera, launching an application and others.
To program a convenience key, click your Options icon on the Home Screen, select Screen/Keyboard and scroll down to the Convenience Key fields. Then open the subsequent drop down menu and select the application you wish to set.
These and many more options are available as BlackBerry Curve 8530 tricks. Try these out and see if they dont make your BlackBerry usage more productive.