class Filter:System.Windows.Forms.IMessageFilter
    {
        const int WM_KEYDOWN=0x100;
        const int Left_Arrow=37;
        public event System.EventHandler theEvent;
        public bool PreFilterMessage(ref Message m)
        {
            if(m.Msg==WM_KEYDOWN && m.WParam.ToInt32()==Left_Arrow)
            {this.theEvent(this,new System.EventArgs());return true;}
            return false;
        }
    }
//then in your form use it
    public class Form1 : System.Windows.Forms.Form
    {
        Filter filter=new Filter();
                //....
        public Form1()
        {
            InitializeComponent();
            filter.theEvent+=new EventHandler(this.Imessagefilter);
            Application.AddMessageFilter(filter);
        }
                //....
        private void Imessagefilter(object o,System.EventArgs e)
        {
            //LeftArrow Pressed;
        }
    }