[dec]

Hola,

Me váis a perdonar la tontería, al Hilo de lo que habéis propuesto:

Código Delphi [-]
program PelotaLoca;

{$APPTYPE CONSOLE}

uses
  Forms,
  Windows,
  Classes,
  SysUtils,
  Controls,
  ExtCtrls,
  Graphics;

const
  MOVIMIENTO = 15; { Cantidad de movimiento }

var
  FForm  : TForm;
  FShape : TShape;

type
  TAuxiliar = class
  private
    FTimer: TTimer;
    procedure TimerTick(Sender: TObject);
    procedure KeyDownEvent(Sender: TObject;
               var Key: Word; Shift: TShiftState);
  public
    constructor Create;
    destructor Destroy; override;
  end;

{ TAuxiliar }

constructor TAuxiliar.Create;
begin
  FTimer := TTimer.Create(nil);
  FTimer.Enabled  := true;
  FTimer.Interval := 100;
  FTimer.OnTimer  := TimerTick;
end;

destructor TAuxiliar.Destroy;
begin
  FTimer.Free;
  inherited Destroy;
end;

procedure TAuxiliar.KeyDownEvent(Sender: TObject;
  var Key: Word; Shift: TShiftState);
begin
  with FShape do case Key of
    VK_UP:    Top  := Top  - MOVIMIENTO;
    VK_RIGHT: Left := Left + MOVIMIENTO;
    VK_DOWN:  Top  := Top  + MOVIMIENTO;
    VK_LEFT:  Left := Left - MOVIMIENTO;
  end;
end;

procedure TAuxiliar.TimerTick(Sender: TObject);
resourcestring
  rsCaption = 'Top: %d - Left: %d';
begin
  with FShape do
  begin
    FForm.Caption := Format(rsCaption, [Top, Left]);

    if (Left > FForm.Width)  then Left := 2;
    if (Top  > FForm.Height) then Top  := 2;

    if (Left < 0) then Left := (FForm.Width  - Width);
    if (Top  < 0) then Top  := (FForm.Height - Height);

    if (GetKeyState(VK_UP)    and $4000) > 0 then Top  := Top  - MOVIMIENTO;
    if (GetKeyState(VK_DOWN)  and $4000) > 0 then Top  := Top  + MOVIMIENTO;
    if (GetKeyState(VK_LEFT)  and $4000) > 0 then Left := Left - MOVIMIENTO;
    if (GetKeyState(VK_RIGHT) and $4000) > 0 then Left := Left + MOVIMIENTO;
  end;
end;

procedure Inicializar();
var
  FAuxilar: TAuxiliar;
begin
  FAuxilar := TAuxiliar.Create;
  FForm    := TForm.Create(nil);
  FShape   := TShape.Create(FForm);

  with FForm do
  begin
    Width       := 400;
    Height      := 300;
    Color       := clWhite;
    KeyPreview  := true;
    BorderStyle := bsDialog;
    Position    := poDesktopCenter;
    OnKeyDown   := FAuxilar.KeyDownEvent;
  end;

  with FShape do
  begin
    Width       := 20;
    Height      := 20;
    Parent      := FForm;
    Brush.Color := clRed;
    Pen.Color   := clWhite;
    Shape       := stCircle;
    Top         := MOVIMIENTO;
    Left        := MOVIMIENTO;
  end;

  try
    FForm.ShowModal;
  finally
    FForm.Free;
    FAuxilar.Free;
  end;
end;

begin { application }

  Inicializar();

end.