ugh... Ok, I've stood all I can stands, and I cants stands no more.
Your batch file to load ONE rom
cd\
cd c:\mame
mame.exe sf2.
Note that if you do this you can NOT launch a front-end via adding it to startup.. EVER. If you add a shortcut to a FE in startup it will NOT wait until the batch file finishes. That is NOT how windows works. It loads everything in startup as it goes, not one at a time and even if it did, the way a standard batch file is written, it closes as soon as mame is launched. Mame might still be around, but the batch file is long gone.
If you want to launch a rom and startup AND launch a fe afterwards, which is the only possible way that the batch people have suggested wouldn't work (unless you still haven't removed that last line like the others suggested, in which case there is no hope for you), you do this.
cd\
cd c:\mame
start /wait mame.exe sf2
cd\
cd c:\mala
mala.exe
Again, you do NOT do anything like add a shortcut to your front-end at startup, or add it to the registry list of starting programs or anything..... that method will NOT work. Batch files don't halt and other programs don't wait for them, unless you code them to do so.