Scratch

There should be a sample project for that....
However, there are two options:
1)
<when[ up ]key pressed>
<change y by( 1)>

<when[ down ]key pressed>
<change y by( -1)>

<when[ left ]key pressed>
<change x by( -1)>

<when[ right ]key pressed>
<change x by( 1)>

2)
<when green flag clicked>
<forever>
|<if><key[ up ]pressed?>
||<change y by( 1)>
|<end>
|<if><key[ down ]pressed?>
||<change y by( -1)>
|<end>
|<if><key[ left ]pressed?>
||<change x by( -1)>
|<end>
|<if><key[ right ]pressed?>
||<change x by( 1)>
|<end>
<end>

However, I think that you should not put this in advanced topics next time.
No offence, but it is really not a very advanced question.
See here: http://scratch.mit.edu/forums/viewtopic.php?id=30542