Welcome E.G.Ram!!
First I get a warning screen like this..
warning : cannot open swap files swapfiles.cws
How can I get rid of this?
Give us a bit more info regarding what program or version of MAME this is, and when you find out, post it in the "Software" section, the programmers frequent that area alot,
Second .. some games check rom/ram so it so slow to load games.
Keep in mind emulators are going to run very authenticly, meaning from the go, they trick your PC into thinking
exactly like the Arcade gameboard that is selected, with throttle on (Which should be) your mega 3GHz beast of a PC (If you have one) will still take as long to load Defender as the next guy with his modest 200MHz, thats the way of proper emulation.
What are you PC specs just for the record, it may help us in the future.
Third ...some games are not centered like Marvel Super Heroes. It always display at the left part of the screen and doesn't occupy all screen just 3/4 of it.
If you have MAME32, go into the Display area of General options and make sure "Stretch Screen" is enabled.
If you have Dos MAME, check the "Mame.ini" for the same option and make sure it is set to "1".