I did something very similar in VB5. The best way to get multiple pictures in is a pictureclip, you can look it up on google, and it gives you far more then I can tell you.
Code:
Private Sub out_KeyDown(keycode As Integer, Shift As Integer)
If keycode = vbKeyP Then
Call Pause
End If
Was part of the code used. Replace out_ with whatever object you are using to draw images (Hint: Picturebox) Then check the keycode thats called, using the vbKey* constants (They are somewhere in object browser)