procedure TForm1.FormKeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  case Key of
    VK_LEFT: begin
      Image1.Left := Image1.Left - 5;
      Key := 0;
    end;
    VK_RIGHT: begin
      Image1.Left := Image1.Left + 5;
      Key := 0;
    end;
    VK_UP: begin
      Image1.Top := Image1.Top - 5;
      Key := 0;
    end;
    VK_DOWN: begin
      Image1.Top := Image1.Top + 5;
      Key := 0;
    end;
  end;
end;

Procedure CMDialogKey(Var Msg: TWMKey); message CM_DIALOGKEY;


Procedure TForm1.CMDialogKey(Var Msg: TWMKEY);
Var
  handled: Boolean;
Begin
  handled := true;
  Case msg.charcode of
    VK_UP: Image1.Top := Image1.Top - 5;
    VK_DOWN: Image1.Top := Image1.Top + 5;
    VK_LEFT: Image1.Left := Image1.Left - 5;
    VK_RIGHT: Image1.Left := Image1.Left + 5;
  Else
    handled := False
  End;
  If handled Then
    msg.result := 1
  Else
    inherited;
End;