Got it.....
Only one problem left, how to make the focus remain on current object even if I press up arrow or down arrow, without change the foucs to another object
I do like this ON a textbox.keypress :

WITH THISFORM
DO CASE
CASE nKeyCode=24 &&&& dOWN aRROW
IF .LIST1.LISTINDEX<>.LIST1.LISTCOUNT
.LIST1.LISTINDEX=.LIST1.LISTINDEX+1
ENDIF
THIS.SETFOCUS
CASE nKeyCode=5 &&&&UP ARROW
IF .LIST1.LISTINDEX<>.LIST1.LISTCOUNT
.LIST1.LISTINDEX=.LIST1.LISTINDEX-1
ENDIF
THIS.SETFOCUS
ENDCASE
ENDWITH

But still if I press up/down arrow, the focus move to another object.

TIA :)