Public Class Form1
    Private Sub Form1_KeyDown(sender As Object, e As KeyEventArgs) Handles _
      Me.KeyDown
        If e.Shift Then
            Select Case e.KeyCode
                Case Keys.Left
                    MsgBox("left")
                Case Keys.Right
                    MsgBox("right")
                Case Keys.Up
                    MsgBox("up")
                Case Keys.Down
                    MsgBox("down")
            End Select
        End If
    End Sub
End Class