Yeah I went ahead and installed it.
If you are wanting to install it on your mame cab save your money. There is nothing wrong with the game itself, but it's one of those games that requires steam to launch. I don't have a clue if it'd work offline or not.
Also something peculiar is the fact that when the game starts it defaults to "typing of the dead" and you have to fire at an option on the far right to switch to house. In addition, things you do in typing to NOT carry over to house, so if you collect a bunch of stuff or finish levels in one, sorry for your luck, but they aren't unlocked in the other. I couldn't get reload to work on the mouse either. Not sure what is going on there, it might be a controller settings thing.
Something of note is that if you are into collecting the widgets, it's far easier on typing. Just press tab any time an item is on screen to pick it up... no typing or aiming required.