public void keyPressed(KeyEvent e){
if(e.getKeyCode() == KeyEvent.VK_UP){
up = true;
}
if(e.getKeyCode() == KeyEvent.VK_DOWN){
down = true;
}
}
and then in the game loop just check
if(up){
player.moveUp();
}
if(down){
player.moveDown();
}
Should work.. that's the way i done it in some sidescrollers in java
Regards