Piru is referring to the Input prefs (found in Workbench:Prefs folder), not Winuae prefs. In the Input prefs, you'll see the Key Repeat Delay and Key Repeat Rate. Those might be set incorrectly. (I have mine 30 for delay, 100 for rate)
If these settings are OK, then it's probably some software you're running that is causing it. For example, many AMOS programs don't reset the keyboard settings and after running them you end up with something like thissssssssssssssssssssssss.
