@acris I tried with a keyboard but it isn't working inside the ROM, only in the menu. The only functions that are working using my 8 button game pad are:
Hotkey + Start = Exit the game
Hotkey + Y = Opens a window to choose a slot to save, but didn't show any slot option.
Hotkey + X = Opens a window to choose a slot to load, w/ the same problem of the saving.
Hotkey + A = Reset the game
I'm trying it in Mortal Kombat I (Mame version).