When creating an WPF application with the MVVM pattern, it seems I have to gather the necessary tools myself to even begin the most rudimentary event handling,
Take a look at this MVVM project template for VisualStudio.
http://blogs.msdn.com/llobo/archive/2009/05/01/download-m-v-vm-project-template-toolkit.aspx
With this template you get various DelegateCommand classes which cover different needs for ICommands, and a CommandReference class that helps with key bindings.
It's a good start...