When I built my first 2-player control panel, and used it in combination with the HotRod for 4 player gauntlet, I ran into some weird problem with Mame... It's been a while, so I don't remember exactly what happened or what version of Mame I was using... Mame would exit, and when I looked at the information in the DOS window, I think it told me something that I thought meant 'program exited: escape code entered' or something loosely along those lines... What caused it was some weird combination of keys - ctrl + 'c' or ctrl + 'end' or something, but I totally forget what it was. I'd say that you're gonna have to find out what key combo causes Mame to exit and either not use that combo, or make Mame not exit when you press it.