Menu Problems

If you are using a gamepad, make sure that it is calibrated and detected properly by Windows. Also, make sure that you can make button assignments without any issues in the Controller Configuration dialog window.

That happened to me sometimes on Super Smash Bros. I eventually realised that that game lets player 2 navigate the menus as well, and the emulator was responding to controller 2. I hadn't hooked up the player 2 gamepad but the input plugin (N-rage) was configured for it and it had 'controller 2 plugged in' checked, and I guess it got confused. I just unticked 'plugged' and I think that was enough, but now I generally keep the player 2 controller bit unconfigured. You might want to check that the 'devices' bit has the correct device too (i.e. 'none'), if player 2/player 3/player 4 are in fact the problem.