How do you set up Mednafen?

While a game is running, press Alt+Shift+1 (for player 2 it’s Alt+Shift+2). Proceed to follow the prompts and press the keyboard key or gamepad button you want to be set for the one displayed. Mednafen presents you a weird sequence like “Gamepad 1: UP (1), Gamepad 1: UP (2), Gamepad 2: RIGHT (1), Gamepad 2: RIGHT (2)”.