If you're running MAME in DOS (not Windows DOS box) and the games that give the error have large ROMS, then the prob can probably be fixed by adding the NOVCPI switch to your config.sys. For example:
DOS=HIGH,UMB
DEVICE=C:\WINDOWS\HIMEM.SYS
DEVICE=C:\WINDOWS\EMM386.EXE NOEMS NOVCPI