I can give you the cliff notes as the html is too hard to post.
Step 1: Setup your mame paths in the options menu. (Self Explanatory)
Step 2: Modify your display.dis in the displays folder..... The easiest way to do it is to use the %# for each entry, where "#" is the monitor number you want it to display on.
Step 3: Modify your Default.ini in your ini/mame folder. You want the "MameStart" entry to be "lds marquee" or whatever display file you want to use.
Step 4: Remember to modify the paths in the display file if needed. By default MH looks for them in the "marquees" folder in your mame directory.
That's all there is to it! Just remember that you want to setup mame to only use one monitor... if you don't it'll blank out mamehooker. For those games that use both screens just set it to two.... it won't hurt mamehooker, you just won't be able to see it.