You'll need to provide more info.
- OS you're using
- hardware (ie ipac, keywiz, etc)
- what are your keys mapped to?
We're here to help, but your description was rather vague. The more info the better!
My opinion is that's it's not a MAME issue, but again, I need more info. If you have an ipac, try loading the winipac software and seeing what the buttons display as when you hold up and left and press the button.
DeLuSioNaL