I can't speak based off of the demo, because RapidShare's saying the file couldn't be found, but based off of what you've posted, I'll say this.
The control scheme that I can see from what you've posted looks rather constricted, and seems to be very counter-intuitive. While using a single keyboard for multi-player game-play is a good way to get started, it is incredibly rare that somebody wishes to play a multi-player game such as this on a single computer. Particularly using a keyboard control scheme such as this. Beyond that, you have player one using the arrow keys, control, shift, and space, with player two using WASD, E, Q, and R. This will cause some problems for the players using the controls, because of the two-people-on-one-keyboard setup, and will likely hinder your game. After you have the basics of this worked out, I would advise you to look into basic peer-to-peer network-based multi-player game-play, based on the Game Maker tutorials that are out there.
In terms of how the tanks actually play and move around, again, this seems very bland. I am assuming from the screenshot and the control scheme that it is a hard-based left, right, up, down movement system. This limits the player to moving along those straight lines, and takes away some of the players' freedom of movement, and may serve to disrupt the entertainment that you intend to provide. If you can, I suggest looking up information on creating a version that will allow you to do 360-degree rotations, and if you do go the peer-to-peer multi-player route, possibly rotating the tank and the turret separately.
It would appear that this is one of your first games, at the very least one of your first steps into multi-player game development. It is a good start, and you can learn a lot from this project, if you keep at it and continue trying to add features. I would advise that you use this as a sort of "pet project," one that you just keep adding to, without too much regard for why, for the simple fact that it will facilitate learning new methods to optimize and improve game-play. I did the same when I started using Game Maker about seven years ago, called Gold Miner, which started as a simple maze game learning attempt, with controls that played out similarly to your movement scheme, then evolved into a more advanced (though incredibly basic, by my current standards) game with the same concept, but taught me a lot about the use of Game Maker at the time. Your best teacher is repeated trial and error. When something doesn't work, do not give up. Instead, make it work until it does work.
I wish you luck on this project, and hope that you are able to learn a lot from its development.
