MSX emulators can be tricky like that. I'm trying to run the game in BlueMSX right now, and not getting encouraging results whether I use an MSX BIOS or the freeware C-BIOS. You may have more luck with OpenMSX or Emulicious... I just got the game running on the latter emulator after an update.
When I'm in the mood for the MSX, I typically play the game on handheld devices, where problems don't crop up so much. What I'd recommend is try the ColecoVision version (GearColeco) or the SG-1000 version (Kega Fusion) instead. It's not the answer you wanted, but at the moment, it's all I can offer.