Try hitting F9, F10 or F11, it should already be there. I suggest you open a couple of apps and hit F9.
The pref pane will just let you change the settings (mouse short-cuts etc.)
Thanks all. Right after I made the original post I went looking and found it. Then I tried getting it to work and it didn't. I had all my open apps minimized at the time. Just found out the "right" way to do it and it's pretty neat. As a new switcher I'll probably have more "dumb" questions but I know where to come. Thanks again.