It uses the enlightenment sound daemon.
I only know two ways to try to fix it (there may be more).
1) run at the command prompt
$ killall esd
2) or look at your processes and see if fceu is already open
I tried the first once when I had a similar problem, but it didn't help. I then check my processes and found fceu running (in the background, there was no window open).
Edited to add:
Missed that you were having problems with arrow keys...
To use the arrows simply run fceu like so:
fceu -inputcfg keyboard1 romname.nes
(where romname.nes is your game). A window should pop up requesting your key configuration (it's a tiny window). Warning though, it will ask for each button twice, I suppose to verify you hit the correct button.


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