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if Shape1.Left+Shape1.Width>=ClientWidth then
   {hier dann nichmehr bewegen, z.B. mit Exit die Prozedur verlassen}					

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var
  Form1: TForm1;
  Keys: Array[0..255] of Boolean;

//Var deklariert

procedure TForm1.FormKeyDown(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  Keys[Key]:=true;
end;

procedure TForm1.FormKeyUp(Sender: TObject; var Key: Word;
  Shift: TShiftState);
begin
  Keys[Key]:=false;
end;

//Jetzt ein Timer welcher alle paar Milllisekunden prüft ob eine Taste gedrückt worden ist

procedure TForm1.timObenTimer(Sender: TObject);
begin
        if Shape1.Top=0 then
        begin
        if Keys[VK_down] then
        Shape1.Top:=Shape1.Top+5;

        if Keys[vk_left] then
        Shape1.Left:=Shape1.left-5;

        if Keys[vk_right] then
        Shape1.Left:=Shape1.left+5;
        end
        else
        begin
        if Keys[VK_down] then
        Shape1.Top:=Shape1.Top+5;

        if Keys[vk_left] then
        Shape1.Left:=Shape1.left-5;

        if Keys[vk_right] then
        Shape1.Left:=Shape1.left+5;

        if Keys[vk_up] then
        Shape1.Top:=Shape1.top-5;
        end;
end;					

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if (Keys[VK_down]) AND (Shape1.Top+Shape1.Height<=ClientHeight) then
      Shape1.Top:=Shape1.Top+5;
if (Keys[vk_left]) AND (Shape1.Left>=0) then
      Shape1.Left:=Shape1.left-5;
if (Keys[vk_right]) AND (Shape1.Left+Shape1.Width<=ClientWidth)then
      Shape1.Left:=Shape1.left+5;
if (Keys[vk_up]) AND (Shape1.Top>=0) then
      Shape1.Top:=Shape1.top-5;