[dr. F.I.N.]

На форме 2 компонента TShape и 1 TTimer

Код:

Form1.KeyPreview := true;
Timer1.Enable := true;
Timer1.Interval := {по желанию} 50;

Глобальная переменная:

Код:

var
  KeyDown: set of Byte;

И далее:

Код:

procedure TForm1.FormKeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  if Key in [37..40, 65, 68, 83, 87] then Include(KeyDown, Key);
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  KeyDown := [];
end;

procedure TForm1.FormKeyUp(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  Exclude(KeyDown, Key);
end;

procedure TForm1.Timer1Timer(Sender: TObject);
var
  offX, offY: Integer;
begin
  offX := 0;
  offY := 0;
  if 87 in KeyDown then offY := offY - 5;
  if 65 in KeyDown then offX := offX - 5;
  if 83 in KeyDown then offY := offY + 5;
  if 68 in KeyDown then offX := offX + 5;
  Shape1.SetBounds(Shape1.Left + offX, Shape1.Top + offY, Shape1.Width, Shape1.Height);
  offX := 0;
  offY := 0;
  if 38 in KeyDown then offY := offY - 5;
  if 37 in KeyDown then offX := offX - 5;
  if 40 in KeyDown then offY := offY + 5;
  if 39 in KeyDown then offX := offX + 5;
  Shape2.SetBounds(Shape2.Left + offX, Shape2.Top + offY, Shape2.Width, Shape2.Height);
end;