...i looked in the tab menu and did not see and entry for escape. any ideas?
You want to look for "UI Cancel" in the Input (general), User Interface menu; the default key is esc but the input is not called that.
To map mame to require two buttons without rewiring (IOW, mame software vs the via hardware), after you press enter ("UI Select" default key), press both buttons you want. Slightly more info on remapping at
mameDev FAQ.
Not that there's anything wrong with hardwiring it. I'm too lazy to, though, and just remap. And use
ctrlr file to store the remaps.