PocketMatrix

What you need to do is set a state variable, and check it.

For example, make the following boolean array:
bool bKeyDown[8];

Add add this in KeyDown:
bKeyDown[KEY_RIGHT] = true;
// or LEFT, UP, DOWN, A, B, C, etc

And this in KeyUp:
bKeyDown[KEY_RIGHT] = false;

Then you can check the bKeyDown array.