http://bugs.winehq.org/show_bug.cgi?id=10643
--- Comment #21 from Mark K markk@clara.co.uk 2012-10-30 12:12:06 CDT --- As of Wine 1.5.16, support for raw input is implemented sufficiently for recent WinUAE versions (I tested 2.4.1) to use it. WinUAE uses raw input if available.
Under Wine 1.5.16, the reappearing settings window issue doesn't happen. However this bug is still present (presumably related to DirectInput which WinUAE no longer uses by default): if you run WinUAE with the -norawinput option, the bug shows up as before.