Yeah, it's definitely controller related.
When I installed Mamedox, I had my Gamestop controller plugged in and now if I try to run Mamedox with any other controller plugged in, it freezes at that screen.
TIP:
I have found that, when it's frozen like that, I can just unplug the controller then plug it back in to get past that screen.
Also, I tried uninstalling Mamedox and re-installing it with my primary controller to fix the problem but it didn't work.
There must be some Mamedox configuration information remaining on the drive somewhere after uninstall.
It's very frustrating when an uninstaller doesn't actually fully uninstall something.