Here is what I have : 
Pentium 4 2.66 Ghz 
512 Ram 
XP Home loaded 
On Baord Video
I have a 250 Mhz hard drive with Mame as well as most of the Roms (perhaps all) 
When I start Mame, I get the Mame with all the menus, the tree showing the games, etc.. 
I can click on games, see the Marquis, the cabinet, the info etc.. But when I try to play them, the screen flashes a second and then just comes back to the Tree view. 
I do not know whether it is a problem setup, or missing files. As this is a completely fresh install of windows on a blank hard drive, 
So yes I know I need directX, loaded directX9c. 
Here is a little more: 
Mame Version 0.113 
I have since loaded the PC version of Tiger Woods PGA from EA. During the install it checks for Directx. It told me the PGA needed DircetX8 or higher and that I have a newer version installed. 
Ran PGA, and it complained "DirectX reports there is not enough Video memory to run this game... 
I have since installed a Radeon9600 video card with 256 meg same situation.
 
Any thoughts, please let ,me know.
 
Thanks
 
Rick