OK, so on your first startup, where it gives you all the dialogs about can't find this or that, etc, I believe it will automatically ask if you want to do a list refresh. It takes a little while, but let it do it.
Then when its done, if you go to the 'game list' tab, you should only see 'all games'. Using the editor (the separate app) you can make your own, either from blank or by copying 'all games'. Save it as something descriptive, like 'working.mlg' or 'good.mlg' or something. Put this in the same folder as 'all games.mlg' (usually just X:\mala\).
When you start mala back up and look at the lists tab, you should see 'all games' and your new one. Look at the above post to hide 'all games'.
If you want a really quick way to produce lists, check out Romlister (
http://www.waste.org/~winkles/ROMLister/). It lets you enter a ton of queries and build a list in many formats, including mala.
...If youve already launched all this setup stuff (first time ran), you can always RMB on the main MaLa screen and pick 'refresh all games'. Make sure you weed through both the mame config menus and the 'MAME Executable > Config' and square away all your paths FIRST. RMB > Options to get there.
MaLa works a lot on a "is the file there" strategy. If you just delete the MLGs, they disappear in MaLa, just like layouts or snaps or anything.