I don't know how to do that.
Learn how to do that immediately.
If you can't run mame from the command line then you are going to have a lot of trouble with this hobby. You also need to get familiar with the mame.ini and the various settings you can only tweak from outside your front end.
It isn't hard, I'll start you out:
First learn basic DOS commands as those are still used to navigate in a windows command prompt you really only need to be concerned with navigation.
http://www.ehow.com/how_4687575_navigate-directories-dos.htmlYou can bring up the command prompt in windows by typing "cmd" in the run box of the taskbar menu.
Now that you know how to navigate to your mame folder, do so.
type mame.exe -showusage to get a list of available mame commands
mame.exe dkong should run donkey kong btw.
mame.exe -cc will make/update your mame.ini Open it up in notepad to expose all kinds of settings.
Hope that helps!