Well... ESC is the predefined key to close current rom and return to the emulator GUI (Project64). This is the way the emulator works. Try it outside of GameEx and you'll see. I set %{F4} instead, to close the emulator directly... using a gamepad is very simple to manage. EDIT: As a side note, I have few systems emulated, and I can say that the global exit combo does not work with everything. I configured 4 buttons in my gamepad so that, if pressed together, they should trigger the process closure. And so they do, but not with everything: WinUAE (Amiga Emulator), for example, is not affected by the global combo key. ESC, instead, works always with each emulator I've tested.