In Win98SE, if the 'x' key is pressed while the control
(ctrl) key is pressed, VisualBoyAdvance immediately
terminates. There is no warning nor "are you sure?"
popup. This effectively prevents the x and ctrl keys
from being simultaneously mapped to joypad inputs.
Additionally, if only ctrl or x is mapped, the other
may be accidentally pressed with the same result.
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Not a bug. Ctrl+X is the default accelerator for File->Exit.
Just change it under Tools->Customize if you don't like.