Set the KeyPreview property of the Form to True and use code simular to the following in the KeyDown event of the form.
VB Code:
  1. Private Sub Form_KeyDown(KeyCode As Integer, Shift As Integer)
  2.     Select Case KeyCode
  3.         Case vbKeyDown
  4.             Shape1.Top = Shape1.Top + 45 '3 pixels
  5.         Case vbKeyUp
  6.             Shape1.Top = Shape1.Top - 45 '3 pixels
  7.         Case vbKeyLeft
  8.             Shape1.Left = Shape1.Left - 45
  9.         Case vbKeyRight
  10.             Shape1.Left = Shape1.Left + 45
  11.     End Select
  12. End Sub
Best regards