I'm picky about having stuff run in the background, but I install autohotkey on every emulator system I build.
It can be the solution to many problems getting emulators to launch and play correctly.
I have no hesitation recommending it and running a script at startup.
I had an AHK script that ran all the time on my old x-arcade setup.
The tankstick has an unused input on the trackball harness that posts as the middle mouse button.
So I added a red exit button in the upper left of the CP and connected it to this unused input.
Then I had an AHK script post ESC when the middle mouse button was pressed (mbutton::ESC)
Worked like a charm on everything but MAME, but MAME allows you to remap the exit button to mbutton anyway.
Since MAME gets it's input directly, windows programs like AHK don't work with it.