For some reason, the Direct3D option ("use Direct3D") doesn't stay ticked in my version of MALA (the latest).
I've just switched from MAMEWAH (which gave me several good years of service) and I'm extremely impressed with the options and ease of use.
I have Direct3D-enabled within Windows (DXDIAG confirms), and I believe MAME is actually using it (D3D is "on" in MAME.ini), so does it matter? The DirectDraw box in MALA is always ticked...
I don't even have to do anything else - untick the Direct3D box in the MAME options, go straight back in, and its unticked again...
I haven't seen any other posts with this problem.