This is not normally possible because of a browser security feature called the Same-Origin-Policy. 1
Basically, one page on one domain can not interact with or intercept the events of another page because it would present a security risk. Imagine opening a frame to a user's bank account and then capturing keypresses they did in that frame -- obviously that would be a Very Bad Thing (tm). It works the other way around too, the contents of a frame can not see events on the parent page unless they are on the same domain.
Now browsers do still want to allow you to interact with contents within a frame. So when you start interacting with contents of one frame, the other frame loses any awareness of what's going on.
So, after all this, you're probably still wondering how to address your problem. Here are a few good options.
Instead of loading your game in an iframe, have the user embed it into their current page instead. You could have them do this by either providing them with the code to your game and having them place it in their page, or by providing a script tag that loads code from your own server and places the game into their page.
Use Cross-Document messaging 2, A relatively new browser feature that allows pages to get around the normal Same-Origin-Policy restrictions. Basically, with Cross Document Messaging, you can run javascript on the parent page that sends events into the page within the iframe.