Article: Tutorial for an Advanced Use of the Keyboard and Mouse for a Java Game

For computer games, the keyboard and mouse are the primary methods of interacting with the computer. The problem is, while Java has great support for these input devices for GUI applications, computer games need to handle the input a little differently. Although there are no built-in classes that give us what we need, we can easily create our own, learn a little something in the process, and have a lot of fun doing it. So grab your favorite drink and get coding.
Input and Java

When learning how to program computer games in Java, the input aspect of the program can cause a lot of trouble. Most of the time, when writing a GUI application, the monitoring of the keyboard and the mouse are handled for you. By supplying a callback function, you can listen for mouse clicks or keyboard presses and respond to them when they occur. The following image shows what is going on: 

The problem is, when the callback happens, you are now in some mystery thread. While this is not a big deal for a GUI application, it does not work well for a computer game. It would be nice if you could know the state of any input device right now! Other programming environments allow this kind of request, but at the time of this writing, there is no simple way to poll the keyboard and mouse. Due to the fact that user input is very important, we need to develop our own input polling classes so we can focus on what is really important: "Is the space bar down right now, 'cause if it is, I am going to fire a laser!" 

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Courtesy:- http://www.gamedev.net/