What video card do you have currently?
If it's a Intel Intergrated Video on mother board you need a video card.
These chipsets have issues with mame.
To use advmame, get a Nvidia, not a ATI, they don't have support for the newer radeon cards with advmame.
Also, what kind of Dell do you have?
Does it have only pci or a PCI-Express slot?
If you just want to use regular mame. (A waste with that monitor, but it is quite a learning curve with advmame.)
Just setup mame to use 640x480 and make sure hwstretch=1.
This will get you up and running with your current monitor/card combo most likely.
(as long as it's not a Intel)
Later,
dabone