Hi emuola,
If you installed the GA system using the svga option then your grub setup will need to be manually edited in order to connect an arcade monitor. This is a limitation of the setup program indeed.
So, go to /boot/grub and edit this line in grub.conf:
kernel /vmlinuz-linux root=/dev/disk/by-label/GA quiet splash video=VGA-1:640x480ec vga=785
This ensures your system will boot in a safe 15 kHz mode.
However, you will also need to change the x windows resolution, but this needs to be done with your arcade monitor already connected. In order to do this, make sure to have your system already configured with AdvMenu as your frontend, so it will boot into the frontend, not LXDE. Then you can easily go back to gasetup pressing escape. Notice that your monitor will be out of range until you press escape! So you may want to turn your monitor off after you see the boot logo and turn it on after you press escape.
Then in gasetup just set the video system to something like H9110. This will be used from now on for AdvMenu and LXDE. Anyway, the valid video options for GroovyMAME will be picked from mame.ini, so make sure to edit mame.ini with your monitor settings.