Here's the thing about those boot discs, and I hope I don't offend anyone by this. They pretty much suck. They are great if you have similar hardware to the person who authored them and pretty much don't want to alter any of the settings they used. Unfortunately if that is not the case, it's often so cumbersome to go into the image and change things that you are often better off simply installing all the software manually.
Mind you setting up linux can be tough, but setting up mame is laughably easy. And these cds that utilize advancemame aren't particularly helpful as, again, the settings they have set probably aren't the settings you would use. And since installing advance mame isn't the hard part, rather configuring it you are probably better off just setting it yourself.
I think it's a good concept, it's just these cds need a lot more work before they are really the turn key solution they advertise themselves to be.
btw i'm just talking in general, so ignore any details that don't apply specifically to this particular boot cd.