Mame doesn't support save states for every game emulated, so your Golden Tee games probably fall under the "not supported" category. To save high scores directly, you do indeed need to use a high score file, but you're probably going to have to replace your current Mame executable. I hear that more recent versions of Mame natively support saving high scores, but I'm pretty sure that functionality was added after the version you have. If so, one option for you is to use a newer version of Mame which has high score support built in, but you'll have to update your roms to match the version of Mame you move to. The other option, which allows you to keep your current roms, but might sound intimidating, is to download the source code of the version of Mame you have (assuming it's still available), patch it with the the high score patch, and compile it. If this sounds foreign to you, there's a good web page out there with instructions, including a tool to help you compile. Just google the foreign-sounding words. There's also a thread somewhere in these forums for the high-score patch. I believe that both the newer built-in high-score saving method and the high-score saving patch methods both use a file called hiscore.dat, but be careful, because they are not compatible. You need the hiscore.dat which matches the method.