@Magnum77 Here's an exerpt from the documentation. I think you are enabling TURBO mode.
5.10 Speed Control
AdvanceMAME permits a special speed control of the game play.
You can play the game in a faster way, change arbitrarily the frame rate, skip the game startup process at
the maximum speed, or skip the game animations pressing a key.
Press `asterisk_pad' to enable the `turbo' mode. Press `minus_pad' to mark the time of the real game
start. The next time the game is started, it will execute very fast until this time.
Basically, the * key on the numeric keypad is the default for turbo.
Regarding setting keys three times--this is not really the case. #1 above "User Interface" is an input area that covers the keys used for MAME functions--stuff like TURBO, and MENU navigation, FrameSkip, and such. #2 and #3 above are for controls and the difference is that #2 (General) sets the inputs for ALL GAMES, whereas #3 sets the inputs for this game only. What you can do is set the game inputs for GENERAL and when you launch another ROM, it will respect the settings you made here. Then, when necessary, you can override the GENERAL mapping using #3 (this game). Makes sense, right?
All of these settings appear in the .rc config file for the given version of advancemame.