Since you are a newbie, I will take it easy on you.

A few things you could try:
Use extended desktop mode in Windows.
Set your TV resolution to 640x480, the monitor resolution can be whatever.
Make the TV your primary display.
Set the resolution in each game to 640x480.
Beyond that, I do not know what else you could do without knowing what you have tried already. If you could post a little more specific information maybe we could find the problem.
Some information that may be helpful in solving the problem would be the following (you don't have to answer them all, I will try to list them in order of relevance):
What display settings have you played with already? (most important)
Which games specifically don't work on the TV?
What revision of MAME are you running?
Are you using VGA to component adapter or DVI to component adapter?
What kind of hardware are you running? (CPU speed, amount of memory, etc)
What model video card are you using? Are your video card drivers updated?
Are you using an updated ROM set?
I am not trying to be harsh or anything. It's just that we need a little more information. We would love to help you out but it is hard to diagnose any problem with not enough information. I could tell you to try this or that, but I do not know what you have tried, so I may be telling you something you have done already.
Please reply and let us know if it worked or not, and if it did, how you solved the problem...
