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It's a problem with digital inputs. You have to use an analog stick, or make Windows think the directional buttons are an analog axis.
I use MotioninJoy to make windows think my PS3 controller is a 360 controller. In 360 mode, the game won't take input from two directional buttons at once. However, if I set the controller to appear as "Digital Gamepad (Dpad, no joystick)" windows sees the directional buttons as an analog stick, even though they only ever go from dead zone to fully pressed. But because they show up as an axis, Rayman Origins will allow two direction inputs at once to work.
At least that's how it was with the demo, I've just been using the analog sticks with the full game.
The only reason lightning never strikes in the same place twice, is that the same place isn't there the second time.