I know what i am gonna do now, since i am not using Joystick or other input devices, i have decided to use standard API function instead of DirectInput (Just for the sake of simplicity, it works).
"m_ProcessResult" is an integer which stores the return value from the keyboard state, i made a enum object of keys so i can refer to each individual keys using just one integer variable. (It might look a bit strange to VB programmer coz it is C stuff)
Thanks to those people who helped ~ ^_^