I have the following code to show you:

public class Test extends JPanel implements ActionListener, KeyListener
{
     Timer tm = new Timer(5, this);
     int x = 0, y = 0, velX = 0, velY = 0; 



public Test()
{
    tm.start(); //starts the timer
    addKeyListener(this);
    setFocusable(true);
    setFocusTraversalKeysEnabled(false); 
}




public void paint(Graphics g)
{
    super.paint(g);
    ImageIcon s = new ImageIcon("C:\\Users\\Owner\\Pictures\\Stick.jpg");
    s.paintIcon(this,g,x,y);

}




public void actionPerformed(ActionEvent e)
{
    if (x < 0)
    {
        velX = 0;
        x = 0;
    }

    if (x > 630)
    {
        velX = 0;
        x = 630;
    }

    if(y < 0)
    {
        velY = 0;
        y = 0;
    }

    if(y > 430)
    {
        velY = 0;
        y = 430;
    }
    x = x + velX;
    y = y + velY;
    repaint();
}




public void keyPressed(KeyEvent e)
{
    int c = e.getKeyCode();

    if (c == KeyEvent.VK_LEFT)
    {
        velX = -1;
        velY = 0;

    }
    if(c == KeyEvent.VK_UP)
    {
        velX = 0;
        velY = -1;

    }
    if(c == KeyEvent.VK_RIGHT)
    {
        velX = 1;
        velY = 0;
    }
    if(c == KeyEvent.VK_DOWN)
    {
        velX = 0;
        velY = 1;
    }
}

public void keyTyped(KeyEvent e){}
public void keyReleased(KeyEvent e)
{
    velX = 0;
    velY = 0;
}





public static void main(String[] args)
{
    Test t = new Test();
    JFrame jf = new JFrame();
    jf.setTitle("Tutorial");
    jf.setSize(700, 600);
    jf.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
    jf.add(t);
    jf.setVisible(true);
}

My problem is I whenever the user holds the right arrow on the keyboard it changes an image, when the user lets go it goes back the the default image. Please tell me how to do that. I think it is a series of if statements in the Graphics class then calling them to the key input but I'm not quite sure. I am also using Eclipse. Thank You.

Override paintComponent instead of paint. See Performing Custom Painting and Painting in AWT and Swing for more details
Use the key bindings API instead of KeyListener, it will cause you less issues. See How to Use Key Bindings for more details

Essentially, you could just have a Image as a class instance field, which was painted by the paintComponent method. When the key was pressed, you would change the image to the "move image" and when it was released, change it back to the "default image"

Updated with example

import java.awt.Dimension;
import java.awt.EventQueue;
import java.awt.Graphics;
import java.awt.Graphics2D;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.event.KeyEvent;
import java.awt.image.BufferedImage;
import java.io.IOException;
import javax.imageio.ImageIO;
import javax.swing.AbstractAction;
import javax.swing.Action;
import javax.swing.ActionMap;
import javax.swing.InputMap;
import javax.swing.JComponent;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.KeyStroke;
import javax.swing.Timer;
import javax.swing.UIManager;
import javax.swing.UnsupportedLookAndFeelException;

public class Test {

    public static void main(String[] args) {
        new Test();
    }

    public Test() {
        EventQueue.invokeLater(new Runnable() {
            @Override
            public void run() {
                try {
                    UIManager.setLookAndFeel(UIManager.getSystemLookAndFeelClassName());
                } catch (ClassNotFoundException | InstantiationException | IllegalAccessException | UnsupportedLookAndFeelException ex) {
                    ex.printStackTrace();
                }

                JFrame frame = new JFrame("Testing");
                frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                frame.add(new TestPane());
                frame.pack();
                frame.setLocationRelativeTo(null);
                frame.setVisible(true);
            }
        });
    }

    public interface Mover {

        public enum Direction {

            LEFT, RIGHT, NONE;
        }

        public void setDirection(Direction direction);

        public Direction getDirection();

    }

    public class TestPane extends JPanel implements Mover {

        private BufferedImage left;
        private BufferedImage right;
        private BufferedImage stand;

        private BufferedImage current;
        private Direction direction = Direction.NONE;
        private int xPos;
        private int yPos;

        public TestPane() {
            try {
                left = ImageIO.read(getClass().getResource("/Left.png"));
                right = ImageIO.read(getClass().getResource("/Right.png"));
                stand = ImageIO.read(getClass().getResource("/Stand.png"));
                current = stand;
                xPos = 100 - (current.getWidth() / 2);
                yPos = 100 - (current.getHeight() / 2);
            } catch (IOException exp) {
                exp.printStackTrace();
            }

            bindKeyStrokeTo(WHEN_IN_FOCUSED_WINDOW, "move.left", KeyStroke.getKeyStroke(KeyEvent.VK_LEFT,   0, false), new MoveAction(this, Direction.LEFT));
            bindKeyStrokeTo(WHEN_IN_FOCUSED_WINDOW, "stop.left", KeyStroke.getKeyStroke(KeyEvent.VK_LEFT,   0, true), new MoveAction(this, Direction.NONE));

            bindKeyStrokeTo(WHEN_IN_FOCUSED_WINDOW, "move.right", KeyStroke.getKeyStroke(KeyEvent.VK_RIGHT, 0, false), new MoveAction(this, Direction.RIGHT));
            bindKeyStrokeTo(WHEN_IN_FOCUSED_WINDOW, "stop.right", KeyStroke.getKeyStroke(KeyEvent.VK_RIGHT, 0, true), new MoveAction(this, Direction.NONE));

            Timer timer = new Timer(40, new ActionListener() {
                @Override
                public void actionPerformed(ActionEvent e) {
                    updatePosition();
                    repaint();
                }
            });
            timer.start();
        }

        protected void bindKeyStrokeTo(int condition, String name, KeyStroke keyStroke, Action action) {
            InputMap im = getInputMap(condition);
            ActionMap am = getActionMap();

            im.put(keyStroke, name);
            am.put(name, action);
        }

        @Override
        public Direction getDirection() {
            return direction;
        }

        @Override
        public void setDirection(Direction direction) {
            this.direction = direction;
        }

        protected void updatePosition() {

            switch (getDirection()) {
                case LEFT:
                    current = left;
                    xPos -= 1;
                    break;
                case RIGHT:
                    current = right;
                    xPos += 1;
                    break;
                case NONE:
                    current = stand;
                    break;
            }

            if (xPos < 0) {
                xPos = 0;
                current = stand;
            } else if (xPos + current.getWidth() > getWidth()) {
                current = stand;
                xPos = getWidth() - current.getWidth();
            }

        }

        @Override
        public Dimension getPreferredSize() {
            return new Dimension(200, 200);
        }

        @Override
        protected void paintComponent(Graphics g) {
            super.paintComponent(g);
            Graphics2D g2d = (Graphics2D) g.create();
            g2d.drawImage(current, xPos, yPos, this);
            g2d.dispose();
        }

    }

    public class MoveAction extends AbstractAction {

        private Mover mover;
        private Mover.Direction direction;

        public MoveAction(Mover mover, Mover.Direction direction) {
            this.mover = mover;
            this.direction = direction;
        }

        @Override
        public void actionPerformed(ActionEvent e) {
            mover.setDirection(direction);
        }

    }

}