You can't just drop the mameanalog .exe into the mame32 folder...
You have to use mameanalog in conjunction with another front end, such as mamewah, advancemenu, emuloader, etc...
Analog mame does not include the GUI ala mame32.
For a list of frontends, check out the list on the left side of
www.mameworld.net. There's a ton of them there. Everybody has their personal favorites based on look, function and ease of setup. (I personally use it along with advancemenu in my cocktail cab.)
Any one that works with the mame windows binary will work with analog mame (to the best of my knowledge.)
And make sure to -cc to get a new config file. You can't just use the one from other versions, ie:mame32...

Smack