I havent used the linux version of AdvanceMame, but I am running the windows version.
There is a file called svgawin.exe that loads a dll in when you run it that stops this error message from coming up. In the docs diirectory of advancemame, or on their website, there is information about this.
There is also a viideo lib driver for Linux that it sounds very much like you need to install.
The file to read is the advdev.txt file... it quickly mentions 1.2.1 svgalib - Generate SVGA video (Linux)

I hope that helps you. It should
