Podrias ponerlo en el evento
Private Sub Form_KeyDown(keycode As Integer, Shift As Integer)
If keycode = vbKeyUp Then
*
*
*
If keycode = vbKeyDown Then
*
*
*
If keycode = vbKeyLeft Then
*
*
*
If keycode = vbKeyRight Then
*
*
*
Pruebalo... Me avisas que tal...