Try this and let me know if that helps.
Create a shortcut for the mame64.exe, go to properties of the shortcut, set "Run" to "Minimized".
Of course in mala point the program to the shortcut and not the exe.
There's probably a better way to achieve this, though.
Sorry, didn't work.

In MaLa options, go to MAME Config, Basics tab. Make sure DOS Windows State is set to Hidden.
(This thread should probably be moved to the MaLa forum)
It worked! Thank you so much
big10p!
You're right, maybe this could be moved to the Mala thread.
Problem solved! Thanks again
EDIT: Well it kinda worked. If I choose
Hidden and can't control Mala after exiting Mame. If I choose Minimized, I'm able to control Mala so, Minimized it is!