Other than that, all you really need to do is attach a keyboard listener to your canvas/frame and have it log key press and release states. That'll all happen in your AWT event thread. Then just read the states in your main thread with your game loop. A traditional n00b error is trying to trigger movement off of the keyboard events (like key repeat) which is generally a bad idea because it causes that odd half-second pause before moving and ties your movement to your OS's key repeat setting. For example code have a search around the forum.
Ooh, could you expand on this a little bit? I'm working primarily off of a high school comp sci class's knowledge, which is not much at all. Trying to learn off of code by my self is literally like learning a new language. I need someone to explain a couple things. I would be thankful if you could provide at least a small code example.
EDIT- Oh, and I'm not slacking or anything. Right now I'm looking through two or three different forums looking for exactly what I need.