public
  procedure WMKEYDOWN(var msg: TMessage); message WM_KEYDOWN;
end;

var
  Form1: TForm1;

implementation

{$R *.DFM}

procedure TForm1.WMKEYDOWN(var msg: TMessage);
begin
  if (msg.LParam and (255 shl 16)) shr 16 <> 29 then
    Exit;
  if msg.LParam and (1 shl 24) > 0 then
    Form1.Caption := 'Right'
  else
    Form1.Caption := 'Left';
end;