You don't have filename extensions turned on. In the first photo, the one that says MAME and then "configuration settings" is the MAME.INI.
What I was saying in my last post was WHILE RUNNING MAME32UI, go to the options I listed.
Also:
The root folder is the first folder. The root of the C drive would be C:\ and assuming MAME is where it usually goes, the root of MAME would be C:\MAME (in your case, MAME 106)