First of all .. thanks for the help people, much appreciated

I'm doing a trial run of gettting Win32 cmd line mame on this PC (XP Home) before the real thing to get my bearings.
Okay.. next problem.
I've been here:
http://www.mameworld.net/compile32/And have tried to follow the instructions to the letter. Two problems .. firstly, a bunch of files in the bottom two (gcc-3.2.2-20030208-1.tar.gz and dx70_mgw.zip) are the same and winzip and winrar both ask should I overwrite the files? (I clicked yes). The author doesn't say.
It then goes on to say that:
"Now most people will tell you to set up your path by editing your c:\autoexec.bat file. I have a grudge against this because some people use multiple utilities for different programs and mixing includes and libs and such will make you pull your hair out! I recommend going to your windows/command directory and opening a new text file. In the text file, type " path=c:\mingw\bin;%path% " with the correct path for your mingw, of course, and save it as mingw.bat. From now on, you will be able to just type "mingw" (without the quotes) at the command prompt from anywhere and your path will be set up. When you close that command prompt and open a new one, your path will be as default."
I can't find where the person means "windows/command directory" to type? (If anyone can translate the above to Newbie language, it'd be really helpful!)
The Mamewah walkthrough posted by TalkingOctopus is great .. THANKS!!

Just have to get Mame up and going first. Incidentally if theres a site that walks through win32 Mame more simply than the one I mentioned, please point me in the right direction!
Many Thanks
Tony