Thanks for the reply This is getting weirder! Just went to a friends house and played MAME on his PC with my X-arcade: didn't stick once! Back home and I can't go a minute without it sticking...
By stick I mean the control is as if it were held down. So it may be stuck to the left, I can only undo this moving the joystick to the right and left again. Then it's freed again. Ususally happens with directions, only happened once with the fire button.
It doesn't seem to happen when I play with the keyboard that's connected through the X-arcade.
So I have:
1) my laptop where it sticks every minute or so in one form or another (Win XP)
2) My main PC where it sticks from time to time, maybe once or twice every 20 mins (Win7)
3) My friend's PC where it never sticks at all (WinNT/maybe 2000, not sure)
All machines use the same keyboard connected through. All machines play the same version of MAME from my USB drive.
You know it makes sense!