Jestli myslíš něco takového, tak to mu spolehlivě fungovat taky nebude:

         int alpha = 0;
         int   beta = 0;
        

        private void FormKeyDown(object sender, KeyEventArgs e)
        {
              if (e.KeyCode == Keys.Space)
            {
                alpha = 1;
            }
            if (e.KeyCode == Keys.D)
            {
                beta = 1;
            }
          

            if (alpha == 1 && beta == 1  )
            {
            MessageBox.Show("You pressed");
            }
        }

        private void FormKeyUP(object sender, KeyEventArgs e)
        {
            alpha = 0;
            beta = 0;
        }