// based on a contribution from David Rifkind
type
TMyControl = class(TWinControl)
private
//..
procedure WMGetDlgCode(var message: TMessage);
message WM_GETDLGCODE;
//..
end;
// request the arrow keys + characters
procedure TMyControl.WMGetDlgCode(var message: TMessage);
begin
message.Result := DLGC_WANTARROWS or DLGC_WANTCHARS;
end;