Is there a way to remove the delay it takes until keyPressed() from the interface Keylistener is called?

Question

I want to create a game where you control your character with the arrow keys. When I tried it you it first moved the character into the direction, stopped for a moment and only then began to continously move the character until I stopped. Now I want to know if I can somehow bypass that moment where no actions take place.

Also, I have the problem where I try to use multiple keys. It works when I press both keys at the same time, but when I first press one and then the other key, It doesn't work.

I use Java awt and JFrames.

The code:

public class Main extends JPanel implements MouseListener, ActionListener, ComponentListener, Runnable, KeyListener
{
    private JFrame frame;
    private Timer timer = new Timer(20, this);
    private boolean draw = true;

    int pX = 0;
    int pY = 0;

    public static void main(String[] args)
    {
        EventQueue.invokeLater(new Main());
    }

    @Override
    public void run()
    {
        frame = new JFrame("Test");
        frame.setMinimumSize(new Dimension(1000, 750));
        frame.setLocationRelativeTo(null);
        frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);
        frame.add(this);
        frame.addKeyListener(this);
        frame.setFocusable(true);
        frame.pack();
        frame.setVisible(true);
        timer.start();
    }

    protected void paintComponent(Graphics g)
    {
        if(draw)
        {
            //Draw the character
        draw = false;
        }
    }

    @Override
    public void actionPerformed(ActionEvent e)
    {
        this.repaint();
        draw = true;
    }


    @Override
    public synchronized void keyTyped(KeyEvent e)
    {
        switch(e.getExtendedKeyCode())
        {
            case KeyboardCodes.DOWN:
                pY += 5;
                break;
            case KeyboardCodes.UP:
                pY -= 5;
                break;
            case KeyboardCodes.LEFT:
                pX -= 5;
                break;
            case KeyboardCodes.RIGHT:
                pX += 5;
        }
    }

    @Override
    public synchronized void keyPressed(KeyEvent e)
    {
        switch(e.getExtendedKeyCode())
        {
            case KeyboardCodes.DOWN:
                pY += 5;
                break;
            case KeyboardCodes.UP:
                pY -= 5;
                break;
            case KeyboardCodes.LEFT:
                pX -= 5;
                break;
            case KeyboardCodes.RIGHT:
                pX += 5;
        }
    }

    @Override
    public void keyReleased(KeyEvent e)
    {

    }
}