I have this installed on my phone now. Pretty cool.
I was able to get the arrow keys working by holding down the shift button and switching to the non-alpha keyboard options and pressing the +-*= buttons. They aren't all together so that is a pain. My Samsung keyboard also have an option where if you drag your finger in a direction it will use that as cursor input so to move down just drag down on the keyboard. I checked and this does work with games like Ali Baba and the Forty Thieves. I also verified it in Memo Pad.
Another option is to use a bluetooth keyboard. The arrows work on there as well, but I have found there seems to be a little lag. Sometimes the keys will get skipped. Either way, I am amazed that I can now carry a working 800 in my pocket.