Keyboard shortcut for 'gf'

For some reason 'gf' (opening the file under the cursor) is not working
on my gvim(Solaris machine). But, CTRL+w+f works and opens up the file
under cursor by splitting the window. I am trying to 'map' this command
to one of the keys, say <F4>. Can anyone please help me out with this.
Thanks in advance.

.

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