Gnawz, I'm pretty sure I know what the problem is - and it's not so much a DKC2/ZSNES glitch as it is a hardware limitation.
Your keyboard 
(like mine, actually) seems to have a two-key 
rollover. 'Rollover' is the ability of a computer keyboard to correctly handle several simultaneous keystrokes. What's happening is the keyboard understands that you're holding a key for 
run and a key for 
right, but the keyboard is unable to interpret any more keystrokes, so when it comes to using a third key for 
jump - nothing happens. Some keyboards support more simultaneous keystrokes, but using a gamepad is a better choice, if possible.
Here's a thread you might want to check out: 
Any recommendations for a gamepad?And for future reference; all emulation related issues belong 
here.
Hope that helps. 
