Now that you mention it it is usually when I do something stupid like hit the windows key or shift too many times and turn on sticky keys. I think things will be fine when I start using my joystick all the time.
-G
Some apps can steal focus from MAMEWAH too - check it isn't that.
Turn the annoyance that is Stickykeys off too - Shift is a standard MAME button so could still give you jip with sticks/buttons...
And MAMEWAH will work with any resolution, as long as your video card can successfully change to that res...