File not found means just that, a file is missing.
By "got through the parts where I edited paths" do you mean you used the wizard?
The most likely cause is that you didn't configure the mame portion of the wizard properly and thus when it goes to call mame to generate the list it can't find it (thus file not found). Run the wizard again or just look in cfgs/mame.cfg and make sure everything is setup properly.
Post it here if you are confused.
Oh... to get the taskbar back just press ctrl+alt+delete and taskmanager will restart it.
