UPDATE:
OK...  I have tried everything...  Is it possible for the motherboard of the computer to be causing this.  I have everything loaded on a MYBOOK and tried it on several computers and this one is the only one that does this.  I even tried MameFX, which I like the interface, it does the same thng.  Here is something i noticed, when the program works the way I want, the monitor does that ON/OFF thing and goes full screen.  On the other computer, it just loads in a window...   Again...AMD, Athalon, 1.25, 2GB Ram..etc...  I can not seem to figure it out....
Thanx all
Camper