Are you unzipping your ROM files? You should not. Your ROMS directory should hold dkong.zip and dkongx11.zip. If you unzip them, then dkong will keep some graphical elements of the remix, but it can have other things be wonky. This is probably carrying over the D2K since I think it also uses the dkong ROM. At any rate, you will not experience any of that weirdness if you never unzip the zip files.