Enter the following in the terminal:

defaults write -g InitialKeyRepeat -int 12 # normal minimum is 15 (225 ms)
defaults write -g KeyRepeat -int 1 # normal minimum is 2 (30 ms)

Then logout and then back into your Mac. You are finished.

https://apple.stackexchange.com/questions/10467/how-to-increase-keyboard-key-repeat-rate-on-os-x