Hi Tiger,
Thanks for the answer. I won't delete the bezels then. Basically, i want to leave the vertical game bezels up, but disable the horizonal ones.
This may seem like a lame question, but where do I find the individual gamename. ini files within Mame? 
What HC said . . .
Basically, you will need to create a C:\MAME\ini folder, then edit your mame.ini file (use Notepad) so it has an entry for
***
### Windows path and directory options ###
inipath C:\mame\ini
***
That is probably commented out now.
From here you have 4 options:
1) If you are using a front-end like Emu-Loader (or any major one) it should have a "Individual Games Settings" tab (or similar) which will create the .ini file for you.
2) In Your MAME.ini file, near the bottom, you will see entries for:
***
### Mame CORE misc options ###
artwork 1
use_backdrops 1
use_overlays 1
use_bezels 1
artwork_crop 0
***
Now, this allows all artwork for all games, but we don't want bezels for MetalSlug 2-4 (mame name, Arrrgh, you must be using an older MAME, closest I see is "MetalSlug 2 super vehicle 001/II" which is mslug2 in mame. So . . .
Copy your MAME.ini file to the C:\MAME\ini folder and rename it to mslug2.ini, delete all entries except the following and change to:
***
### Mame CORE misc options ###
use_bezels 0
***
Note: The "###" line entries are optional. You can also use this method to change any other MAME setting on a per-game basis (for example, if you want a wider beam in Tempest than Battlezone, if you want scanlines in one game but not others, etc.
3) Opposite of above - you can edit MAME.ini so it says:
use_bezels 0
then create individual gamename.ini files for your VERTICAL games to turn them ON.
4) You could ignore all the above, set MAME up to use bezels, and then copy your horizontal game artwork to a C:\MAME\artworkhor folder that MAME won't recognize. (I just don't like the idea of deleting stuff that you might later want and not be able to find, but this avoids that). This won't work if you want horizontal overlays but not bezels, however.