Every time I see this topic (about once a week or so) I'm really tempted to rip the poster a new one...It seems so basic, but really, how the heck is anyone supposed to know about the left/right thing? I myself only found this out when someone posted about it on the old message board a few years ago. The MameDevs really need to add something like "press OK (or left then right) to continue"...
I know, you could always RTFM, but I'm a hands-on guy who likes to just dive right in and consult the manuals only when I really get stuck... Once I found Mame32 and frontends, there was no need to learn most of that stuff anyway!

And yes, they need to add an option like -skip_emuproblems or something so I dont' have to keep hitting left/right everytime the screensaver loads up MK etc.