Ok, if I understand your problem it's relatively easy. I just set up a 4 player controller panel for my arcade pedestal.
Here is what you do. As long as your computer runs Mame32 fine and recognizes your controller as a device just simply keep your keyboard plugged in as well and start ANY rom.
When the game starts hit tab then select "General Controls" or something like that to configure the buttons for ALL the games at once.
Go through your player one and configure everything to your controller, up, down, coin, start, etc.. That's as simple as hitting enter at the button you wanna change and then hitting the button you wanna change it to.
Then Tab out of the menu. Now it's saved. Done.