GREAT site here... for all beginners
www.mameworld.net/easyemuThen for your centering issue. If you have a new computer, you probably want to turn on hwstretch. This will make all games full screen (or as full as it can with keeping it in the correct aspect ratio.)
this is done by either typing "mame -cc" this creates a mame.ini file. Edit this to configure each parameter (and yes, one is hwstretch... change it to 1).
if your running mame32 (or any version with a gui) you will have to look around... don' tuse them