Sometimes it is better to read some lines before using a software ...
http://mala.arcadezentrum.com/mameconfig.htmlYou can edit your customs list with MalaGamelist to remove the games you don't have roms for in the following way:
Create a main game list with all games (games with roms not checked) like you already have.
Open this game list in MalaGamelist and save it to 'All games full'
Create your main game list in Mala again with the option 'games with roms' and other options you like.
Open 'all games full' with MalaGamelist and use the function 'Exclude game list' to remove the list 'all games' from the 'all games full' list. Save the list to 'all games no roms'. This is the list of all games you don't have a rom for.
Now open your custom list and exclude 'all games no roms' from the custom list. Do this for every custom list.