I'm sorry if this sounds harsh but I think the best solution to your problem (outside of a coin door) is to simply exercise restraint. If you think a game is too easy with unlimited continues, just cap yourself and call it a day.
And if your friends are "beating you down" for another credit, is the honor of occupying some arbitrary place on a high score board so important that you have to deter the fun they're having with credit-capping software?
I do understand the competitive nature though, so I suggest maybe you set up some game tournaments with strict credit rules instead. Just reset the high scores before you begin and it should satisfy the competitive side. Then, outside the competition, just have fun with the cab.

By the way, I believe some of the best games for competitive play are those in which you cannot "buy" a high-score (because you can't continue, your score resets when you continue or the game calculates your average "score per credit" - Donkey Kong, Bubble Bobble, and Klax are three respective examples).
Just a suggestion. Do with it as you will.

And I only brought it up in case the program promised to you isn't located...