It's a security thing. In Linux, only the "root" user (equivalent to the Administrator in Windows) can make changes to the system. Windows seems to grant any idiot root privaleges, which is both dangerous and extremely slack software design dating back to a silly decision made in the days of DOS that was never corrected.
The end result is Windows suffers from an overabundance viruses and spyware, whereas Linux/*BSD/UNIX/IRIX/Solaris/MacOSX/etc cannot, simply because any normal user can't damage/modify system files without first requesting permission. (And no, anyone who claims Linux would "get viruses if it was more popular" doesn't have a clue about how viruses and/or linux works).
Some programs will use features like SUID to modify the running user space permission levels, and sometimes coders are a bit slack and forget to reset this afterwards, which is a security risk. Hence this version of advmame has fixed such a hole.
So yeah, I'll get off my soapbox now.
