It's seems it can't send call event handler for 2 down keys at the same time. It is normal actually (see more details here: JavaScript multiple keys pressed at once). You need to handle keyDown and keyUp events for switching "running" state like this (pseudocode! see woking example in fiddle below):
$(document).keydown(function(event) {
// switch your man to a "running" state
startRunning();
})
.keyup(function(event) {
// switch to a "hold" state
stopRunning();
});