Through the command prompt:
try it without the *.* and with capital S and D
attrib -r c:\mame /S /D
For the future "/?" is your friend. Try typing "attrib /?" in the command prompt it will give you help with switches and syntax. This works with most command prompt commands.
Through the GUI:
Open My Computer, navigate to the c:, right-click on the Mame folder, choose properties, un-check the read-only checkbox (until it is clear), click apply, then select Apply changes to this folder, subfolders and files at the Confirm Attribute Changes window, then click OK.