Need more specifics above all, but if you are talking about preventing Explorer from loading, here is the registry key that says what the shell is, so to speak all you would do is change Shell = "mamewah.exe"
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon]
In that subfolder is a statement :
Shell - REG_SZ - Explorer.exe
Make sure you know how to come back from this, and how to change it back to explorer via safe mode or recovery console, but you can try changing explorer.exe to your mame frontendand seeif that does the trick.