http://forum.arcadecontrols.com/index.php?topic=96328.0high score patch must be messing the build up.
i've got a copy of fastmame .98 that has similar problem.. wont save dip or control changes.
there is no reason to use save states with nba jam
as i said in the other thread NBA JAM / Hangtime have NVRAM, in the original machine it's a area of memory that is saved by a battery when the machine is off.. this saves your profile.
in mame it's a file in the NVRAM folder.
my guess is the high-score patch is hosing mame's ability to either save or read the file.
one things for sure you DO NOT NEED SAVE STATES to keep your player stats on nba jam.