I do not know what may be wrong with your Prj64, but in this very game I have a rare problem, I get no sound for it, niether for Zelda OOT... I would like it have sound.
PS: this is the only emulator that renders flawlesly the graphics from this amazing game!!!
I push the directional pad in all different ways and it won't go up to the menu. All left and right does is move to the other sides of the menu i.e. from the items to the songs.
It's because your digital pad are set to the same as the analog.
Seperate the keys. You usually don't need the digital pad, though. That's the problem.