There is a slight risk. Most monitors (in my experience) wont display anything if they cant get a correct signal. However, this is just my experience.
What I could suggest, you say your machine is booting in DOS first? Connect it to a normal monitor, then press F8 (I think) and choose a step by step boot up. This gives you a chance to load everything one step at a time. Load the config.sys and the autoexec.bat, but when you get to the part that loads your front end, or Advancemame/menu, tell it no and dont load them. This will give you a DOS prompt instead of going into Mame and it shouldnt even get to the 15khz stage.
This is going on information that you have given me and old knowledge of DOS etc.
Once you are in DOS, you can then try navigating around to get the necessary files.
The main thing is to see if the machine boots really. Then you can work out if it is an AdvanceMame problem, or, a Machine problem.
Cheers