Hi thealchemistbr - Let's take the "down, down+front, front, punch" example:
Set up a string global variable to store sequence of keys pressed - initial value "".
On key press "down" set variable to "down,"
On key press "down+front" if variable is already "down" then change to "down, down+front" else (whatever appropriate)
On key press "front" if variable is already "down, down+front" then change to "down, down+front, front" else (whatever appropriate)
On key press "punch" if variable is already "down, down+front, front" then do the SF2 Hadouken thing else (whatever appropriate)
If you have many such multi-key commands than you might want to plan a matrix of these before coding them up.
Hope that helps.