I'm sure what thenasty is suggesting would work, but I'm not sure how to change the rompath on the fly like that off the top of my head. Here is what I would do:
1) Create a file called dkongpatched.zip (or whatever you like as long as it's a zip file), and then drop that in your roms directory.
2) Edit the mame.xml file so that the rom dkongpatched.zip will show up in the list as Donkey Kong Foundry. Basically you could just tack the following onto the end of the xml file:
<game name="dkongpatched">
<description>Donkey Kong Foundry</description>
<year>1981</year>
<manufacturer>Nintendo</manufacturer>
<driver status="good" emulation="good"/>
</game>
You'll likely have to refresh the gamelist in your front end to get it to show up in your list.
3) Copy everything out of your mame folder, minus the roms folder, to another folder called (for example) mame2.
4) Create a folder called roms in mame2 and drop your patched dkong.zip in there.
5) Now, in your original mame folder, create a file called mame.cmd, and using notepad, put the following in it:
if "%1" == "dkongpatched" goto dkongpatched
mame.exe %1
exit
:dkongpatched
cd C:\emus\mame2
mame.exe dkong
exit
where C:\emus\mame2 is whatever the path is to your mame2 folder.
6) Point your frontend to mame.cmd instead of mame.exe.
This should work, I'm pretty certain it would work with MaLa which is what I use, but it should work with any frontend. If it doesn't, perhaps try changing %1 above to %2 or even %3 - it all depends what the frontend normally tried to pass to mame I guess.
If you try this, let me know if it works for you!

Edit: Changed step 1 as I realized part of it was not really necessary.