Can't use two arrows at once?

Hi there, I have windows 7 and everything is working fine except i can't us 2 buttons at once.
I'm also using a dance mat (PS2 USB converter thing). I'm not very good with computers and terminology and stuff so if you know the reason can you explain it to me in a simple way? :(

Thanks :)

P.S If there is already a thread on this stuff, I couldn't find it so feel free to direct me to it.