Run:
mame -v gamename|find /i "video:"
Exit the game
Note the the primary monitor's \\.\DISPLAYxx number
In your mame.ini change:
screen0 Auto
to:
screen0 \\.\DISPLAYxx
Although, if it's not already doing that, you probably have something else going on. The games that are giving you trouble - are they single-screen games?