Not sure what version of the rom I am running. I got it as a single rom from a webpage.
I figured out how to get into the test menus, it was F2. There was an extensive list of menu's, IE: sound, screen, credits, ect, ect.
So I got the game to the title screen after going through the test menu. However the game ran extremely slow. Bummer too, it looks awesome! I'm a huge gradius fan, and this release looks great.
I'm very new to Mame, I'm sure there are ways to tweak some slow games, and improve performance. However this is probably rom and pc specific.