Hmm. I think I already have a no nag compile of Mame (I didn't compile it myself- found one online, the compile process did not seem to work for me)... it doesn't bug me about less than 100% emulation of games anymore (no more moving the stick left-right). It just still has a "starting..." message that pops up (for less than a second). Unless it is a Mala message, hadn't thought of that.
I know I am getting picky here, but I've got the software side 99% of where I want it to be 
Mala does that with plenty of options to change or delete entirely.
Hmm, don't see "plenty" of options, but thanks for the confirmation- I did finally find the option I needed, in Mala like you said, not Mame. Here's the scoop for anyone else who is bugged by the "starting..." dialog-
In Mala
go to Options- GUI section- Game Start/quit subsection- check "use fullscreen starting picture instead of starting window." Specify the file path of what picture you want to pop up.
In my case, I just made a "please wait" message in the same font as my layout.
As always, thanks to the forum for being smarter than I am!
