I am having a moment of charity - it won't last long, but let me help you out before the guys here slam you (and rightfully so).
You need an .ini file to specify mame settings you would like to change, or it will use the defaults: one of which is to add artwork and not use hardware stretch. These are MAME settings - it will affect ALL the frontends, since all they do is launch MAME.
You need to check out the link that Minwah provided, it will tell you everything you need to know, you just have to READ it, but you must put forth some effort on your side - it's the only true way to learn this stuff.
To create the ini file (using mame -cc), they mean open a command prompt and while in the mame directory, type that command in. You will then have a brand-new mame.ini file, which when opened with a text editor, like notepad, you can change the settings, most of which are 0 if off, 1 if on.
To learn more, try this link - it's drilled down a little more than Minwah's:
http://www.mameworld.net/easyemu/mameguide/mameindex.htmClick on the config files to the left.
Now get reading and get that fixed!