Bummer. There's a way to do it for seemingly every other key, but when I try a hex code on arrow keys, it won't work.
I looked at this page:
http://api.farmanager.com/en/winapi/virtualkeycodes.html
It shows all of the hex codes for keys, and http://perldoc.perl.org/perlre.html says I can use \x followed by the 2 hex digits to capture a key. Left arrow would be \x25, and right arrow \x27, but I'm not sure why that doesn't work.