The Y-Mouse USB adapter by default does not keep holding a button/keyboard key, it will stop holding it after a few seconds. All you need to do is change the mode of the Y-Mouse™ USB adapter so that it does hold.
To do this, simply open a word editor like notepad, and on the keyboard that is plugged into the back of the X-Arcade™ hold the ESC (Escape) key and press the "F" key. If done correctly it will type the version number into the word editor. Pressing Esc+F again will change it back.