Calling Robot.keyPress(KeyEvent.VK_KP_RIGHT) on Windows 2000 results in the following:

Exception occurred during event dispatching:
java.lang.IllegalArgumentException: Invalid key code
        at sun.awt.windows.WRobotPeer.keyPress(Native Method)
        at java.awt.Robot.keyPress(Robot.java:183)
        at RobotArrow.actionPerformed(RobotArrow.java:50)
        at javax.swing.AbstractButton.fireActionPerformed(AbstractButton.java:1450)
        at javax.swing.AbstractButton$ForwardActionEvents.actionPerformed(AbstractButton.java:1504)
        at javax.swing.DefaultButtonModel.fireActionPerformed(DefaultButtonModel.java:378)
        at javax.swing.DefaultButtonModel.setPressed(DefaultButtonModel.java:250)
        at javax.swing.plaf.basic.BasicButtonListener.mouseReleased(BasicButtonListener.java:216)
        at java.awt.Component.processMouseEvent(Component.java:3715)
        at java.awt.Component.processEvent(Component.java:3544)
        at java.awt.Container.processEvent(Container.java:1164)
        at java.awt.Component.dispatchEventImpl(Component.java:2593)
        at java.awt.Container.dispatchEventImpl(Container.java:1213)
        at java.awt.Component.dispatchEvent(Component.java:2497)
        at java.awt.LightweightDispatcher.retargetMouseEvent(Container.java:2451)
        at java.awt.LightweightDispatcher.processMouseEvent(Container.java:2216)
        at java.awt.LightweightDispatcher.dispatchEvent(Container.java:2125)
        at java.awt.Container.dispatchEventImpl(Container.java:1200)
        at java.awt.Window.dispatchEventImpl(Window.java:914)
        at java.awt.Component.dispatchEvent(Component.java:2497)
        at java.awt.EventQueue.dispatchEvent(EventQueue.java:339)
        at java.awt.EventDispatchThread.pumpOneEventForHierarchy(EventDispatchThread.java:131)
        at java.awt.EventDispatchThread.pumpEventsForHierarchy(EventDispatchThread.java:98)
        at java.awt.EventDispatchThread.pumpEvents(EventDispatchThread.java:93)
        at java.awt.EventDispatchThread.run(EventDispatchThread.java

VK_KP_RIGHT represents "the numeric keypad right arrow key."  PC keyboards have numeric keypad right arrow keys, so I don't think this should be an illegal argument.  I'm guessing that the same happens w/ left, up, and down as well.

This is reproducible using 1.3.1 as well.

I used the following test case:

import java.awt.*;
import java.awt.event.*;
import javax.swing.*;

public class RobotArrow extends JTextField implements ActionListener, KeyListener {

    static Robot robot;

    public RobotArrow() {super();}

    public static void main(String[] args) {
        try {
            robot = new Robot();
            robot.setAutoDelay(100);
            JFrame jf = new JFrame("RobotArrow");
            RobotArrow jtf = new RobotArrow();
            jtf.addKeyListener(jtf);
            JButton jb = new JButton("Type Alt-Arrow");
            jb.addActionListener(jtf);
            jb.addKeyListener(jtf);
            Container c = jf.getContentPane();
            c.setLayout(new GridLayout(2,1));
            c.add(jtf);
            c.add(jb);
            jf.setBounds(100, 100, 200, 200);
            jf.setVisible(true);

        } catch (AWTException e) {
            System.out.println("Couldn't create Robot");
        }
    }

    public void actionPerformed(ActionEvent e) {
        requestFocus();

        System.out.println("Typing ALT-VK_KP_RIGHT");
        robot.keyPress(KeyEvent.VK_KP_RIGHT);
        robot.keyRelease(KeyEvent.VK_KP_RIGHT);
    }

    public void keyPressed(KeyEvent e) { System.out.println(e); }
    public void keyReleased(KeyEvent e) { System.out.println(e); }
    public void keyTyped(KeyEvent e) { System.out.println(e); }
}