As I mentioned in the other thread, and haven't heard your response on:
If you have "Hide extensions for known file types" checked in Windows, you may be unable to see that the batch file you created actually has a txt file extension instead of cmd like it should be.
Open a folder on your drive C, at the top click Tools, then Folder options. Click the View tab at the top. Uncheck "Hide extensions for known file types".
If after doing this you see that the file is named mame.cmd.txt rename it to mame.cmd.