One is needed because it's dependant on Java. If you run this emulator and look in Task Manager, you'll notice that the ParaJVE.exe is nowhere to be found. So since this is the executable that is running it, GameEx looks for this and doesn't see it. Therefor GameEx thinks it has closed and takes back focus. Also you'll notice that the javaw.exe is in Task Manager and disappears when ParaJVE is closed. So this is the process we want to watch for. Please post your emulator config and your advanced config so I can see what's going on in your setup.