Most likely, your computer has a hotkey that is a key combo you can press with with your keyboard or keyboard encoder. Either disable the hotkey (how varies on which app/driver has that hotkey), or remap both your keyboard encode and mame to not use the ctrl and alt keys (and maybe shift, too).
'm assuming it's not something like you're using a keyboard and you're accidentally pressing the windows key, and assuming you aren't using a gamepad or joypad encoder.
(BTW, that app is now called mameUI, unless you have an old version with the old name.)