Are you using a configuration file you created with an earlier version of WinUAE?
The problem with this is that settings for any new features which you may not have seen yet aren't stored in the old config file, and settings can clash, it's actually mentioned in the documentation somewhere. So it's best to set up the config from scratch each time you update WinUAE.
Other than that, more often than not in my experience setting up WinUAE is a case of trial and error.
