http://bugs.winehq.org/show_bug.cgi?id=18099
--- Comment #4 from Christoffer Lervag chris.lervag@gmail.com 2010-02-20 10:10:08 --- I confirm that this bug is still present in wine as of version 1.1.39.
I have observed that when we reach the "Select World" screen where we are not able to move Mario, pressing the "P" key will cause a pause window to appear. So the application does actually register some key-presses at this point, it just doesnt register/process those that are related to character movement.