Help with NES emulators

I have tried diffrent kind of NES emulators but there is one problem I experience on both of my comps.

Multiple buttons in the emulators don't work. A maximum at 3 buttons at the same time, a forth one dosn't answer to the command.
Anyone experienced this kind of problem and know how to fix it? Is it my keybord or is it XP, or what?

It's a keyboard limitation and it happens in every computer, as far as I know. The only way you can avoid this is to use a joystick.