First of all, thank you cdbrown! (it rhymes!)

I generated the .dat file using Mameplus itself. I will also trying using a .dat file provided from the same folks I'm downloading from.
Running nba jam from the plain old command line version crashes the game as usual (only Mame Plus!, other mame versions play the game normally, either win32 or dos command line).
But at least I received an error message:
-----------------------------------------------------
Exception at EIP=103BA6F6: ACCESS VIOLATION
While attempting to read memory at 00000000
-----------------------------------------------------
EAX=1FFFFFFF EBX=00000000 ECX=00000000 EDX=00000010
ESI=00000000 EDI=000194B7 EBP=0022F918 ESP=0022F900
D:\Games\Arcade\MamePlus>
I will try to figure out what it's all about.
Thank you again!