http://www.waste.org/~winkles/ROMListerFollow the tutorials if you get stuck-I just updated them. (or ask here, since I'm always available)
edit: sorry I was a bit terse.
I wasn't sure how mala made it's all games list-I guess it must be scanning your collection or somehow seeing only 2 of your roms.
The thing is though, you don't really want a list with ALL the roms in it. If you don't have a trackball, why even list centipede? If you don't have a steering wheel, why have pole position in your list?
That's what ROMLister does: it narrows down the complete list to just stuff you want, and/or just stuff you can physically support with your controls.
If you really want to make a list with every ROM that mame supports, in RL you can press the "list all roms" button, highlight them all, and right click to add to your list, then export that list as a mala gamelist, but I really don't recommend that.
edit2:
I've added a "creating an all games list" to the tutorial section:
http://wiki.arcadecontrols.com/wiki/RL_tutorial_additionalROMs-jeff!