set the keypreview to true for your form and use this code :

Private Sub Mpc_GotFocus()
Me.SetFocus
End Sub

Private Sub Mpc_MouseMove(ByVal Button As Long, ByVal Shift As Long, ByVal X As Long, ByVal Y As Long)
Me.SetFocus
End Sub

"Mpc" is the name of the Mappoint control in this case

This work fine for me, all the keys are intercepted by the form except the four arrows keys, I dont know why only this keys could not be intercept but for all other key it's good.

Bye