In case the news page didn't spell it out for you... to run Bonanza Bros with a PeST mouse adapter attached:

Copy Bonanza Bros over to your ST/STE/Falc/Whatever HD and double click on the executable.  Unplug your PeST adapter before exiting the intro, and all should be fine.

Alison will be happy to update your PeST firmware with the new fixed version (that doesn't cause this problem) if you send her an email.  If you have a PeST, then you'll know how helpful she is, and you'll also know her email address too, so no need to post it here. ;)

(PeST is an adapter that allows you to use PS2 mice on an Atari, btw).

Oops!
Now that I read your post I realize I forgot to mention the (old) PeST compatibility problem with Super Hang-On.
When you hold both mouse buttons down (for turbo mode) it will enter PeST's setup mode.  ;)

Tsk, tsk ... have to add that to the ReadMe file...  :-[