[Firebrand]

If you only need to press several buttons at once, you can do it only with MAME.

As previously said, you can assign several keys for one button. But you can as well assign one key for several buttons.
Ex:

MAME                       XBox Controller
Button 1                   X, R
Button 2                   Y, R
Button 3                   A, R

Using R will push Buttons 1, 2, 3 at once. But you can still push them individually with X, Y, A.