Not sure what is going on and you haven't given much info to go on.
(MAME version? Mala version?)
Make sure the path to mame.exe is set correctly in Mala.
You can have mame create the .ini file via command line.
mame.exe -cc
or
mame.exe -createconfig
If you're not familiar with command lines, just copy and paste one of those lines to a text file, then save it as createini.bat (set to all file types)
Drop that in the same folder as mame.exe and click on it. It should work.
You really need to learn how to enter command lines though. Mala makes a lot more sense if you understand the command lines it is sending.
I didn't know what a command line was when I started.
