I was playing with Johnny5 yesterday, and I discovered that if I used an executable other than mame.exe, my buttons would not get labelled. I would still see the game full name, joystick type, maybe the details (I can't remember) but no button labels.
I tried it with mamepp.exe (v0.92 if it matters) and my own build of buddamame 0.92 (which I called mameatxp.exe because it's optimized for Athlon XP)