Hi,
After reading about the hiscore.dat's not working unless you compile your own mame, I decided to settle for the autosave option.
I opened my mame.ini and put a 1 next to the autosave option.  I try opening various games, and I get an error saying "failed to load save state".  If I manually create a save state in any of these games by pressing shift and f7, works fine.  I am able to restore by pressing f7 as well.  This means the games I'm getting the "failed to load save state" error in supports save states.
I am running hyperspin for my FE.  In the params section I tried -autosave, autosave, and nothing.  Everytime I get "failed to load save state".
How to I get -autosave to work?