here's a newbie answer.
Got download mala, install it, point mame.exe to it. Say yes to all those question/etc. Now that U have it setup, click on the config button that next to the mame.exe location field. It should bring up the mame config in a NICE GUI (windows look), GOTO the controller tab, PLACE a check on the 'Enable mouse input" bock and click OK.
Enjoy!!!!