In some games if I move the mouse too quickly it moves the whole screen.
Why?
Disable mouse accelaration (aka "Enhance pointer precision") in windows mouse control panel. Some drivers can do this on a per application level, but the default one applies to all apps and the desktop.
As to why, this setting multiples the mouse movements by bigger numbers the faster the mouse moves (there's four levels, usually). IMO, the accel points and levels are too soon and too high for even the desktop at all but the lowest setting (in drivers that can adjust it); and mame needs it to be disabled. Still, the pointer is too slow if disabled for normal "desktop"ing.