I've not seen this exact problem before, However I have seen where there is a perpetual up input on every menu, and all the time in game play. So this may be a fix. It sounds like the game is picking up a phantom input, prolly on the P2 side. This happens sometimes when a stick or pad is unplugged. Try this:
Before you start the game, go to the controller config tap. Look at the P1 side. Look at the input box at the top right, above the functions button config. It should say -None-. Now check the P2 side. If the either side is reading an input, this is what you do to clear it.
Go to the joystick config tab, go to P1 and P2 sides, close the program. Open the program, check to see if the phantom input is gone, run the game.
or
Go to the joystick config tab, go to P1 and P2 sides, assign your controller to both P1 and P2, close the program. Open the program, check to see if the phantom input is gone, take the P1 controller off the P2 side, run the game.
Hope this is the fix, I wish you luck.
-TexasTim-