Key presses: a hard thing

i cannot understand keypresses from the actionscript diactionary at all!

ive got a mc and i want it to move left when a certain button (left arrow) is pressed. i cannot figure out how to to this because when i drag the “on key down” script out of the action script diactionary, beside it says <not set yet>

wut does that mean and can anyone help me with my actionscript??