heres the script for making a character move with the arrow keys 
on (keyPress "<Right>") {
setProperty (_level0.character, _x, getProperty(_level0.character, _x)+20);
}
on (release, keyPress "<Left>") {
setProperty (_level0.character, _x, getProperty(_level0.character, _x)-20);
}
on (keyPress "<Up>") {
setProperty (_level0.character, _y, getProperty(_level0.character, _y)-20);
}
on (keyPress "<Down>") {
setProperty (_level0.character, _y, getProperty(_level0.character, _y)+20);
}