check keycode for the keypressed.Use case statements here's the sample
Private Sub Form1_KeyDown(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles MyBase.KeyDown
Dim bHandled As Boolean = False
Select Case e.KeyCode
Case Keys.Right
e.Handled = True
Case Keys.Left
e.Handled = True
Case Keys.Up
e.Handled = True
Case Keys.Down
e.Handled = True
End Select
End Sub