XCTU + XBEE + Mega(1280) + SPARKFUN SHIELD W/Explorer.

but would like to have the xctu to recognize that i am no longer pressing the 'a' or the 'd' key

On the serial port? That doesn't send key-down/key-up messages. If you attach your own keypad you could detect that sort of stuff. Or as PaulS says, have one key for start, and another for stop.