saque ya la solucion para utilizar las teclas direccionales con un objeto(un label) y este es el codigo:
Public Class Form1
Inherits System.Windows.Forms.Form
Dim x = 1
Dim Y = 0
Private Sub Timer1_Tick(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Timer1.Tick
Label1.Left = Label1.Left + (X * 20)
Label1.Top = Label1.Top + (Y * 20)
If Label1.Left <= 0 Then
Timer1.Enabled = False
MsgBox("perdiste")
Me.Close()
End If
If Label1.Left >= Me.Width - Label1.Width Then
Timer1.Enabled = False
MsgBox("perdiste")
Me.Close()
End If
If Label1.Top <= 0 Then
Timer1.Enabled = False
MsgBox("perdiste")
Me.Close()
End If
If Label1.Top >= Me.Height - Label1.Height Then
Timer1.Enabled = False
MsgBox("perdiste")
Me.Close()
End If
End Sub
Private Sub Form1_KeyDown(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles MyBase.KeyDown
'MsgBox(e.KeyCode)
If e.KeyCode = Keys.Down Then
x = 0
Y = 1
End If
If e.KeyCode = Keys.Up Then
x = 0
Y = -1
End If
If e.KeyCode = Keys.Left Then
x = -1
Y = 0
End If
If e.KeyCode = Keys.Right Then
x = 1
Y = 0
End If
End Sub
End Class
Este codigo sirve para otros objetos cambiando el label
