That would consist of changing/switching the y position..
What you could try is something like this:
Create a global variable lane
- system compare variable lane = 1
> player set y to 250
- system compare variable lane = 2
>player set y to 350
- system compare variable lane = 3
>player set y to 450
- on up arrow pressed
- system compare variable lane <= 2
> system add 1 to lane
- on down arrow pressed
- system compare variable lane => 1
> system subtract 1 from lane