First question.
Can you play from mame directly without MALA?
First, you must set up your emulator.Mame in this case. When this works fine, then you can set up mame or other emulator in MALA.
To remove bios names from your list, you can select them and remove them one by one with the right mouse button. Or you can use the xml generated by your mame without bios name.
Greetings!