If you are getting into emulation overall, plus Mame, I highly suggest you brush up on your PC skills. Especially things like paths and such. Take the time to learn Mamewah if you can. Print yourself a copy of the instructions so you don't have to switch focus back and forth. That alone can create confusion and make the task of learning it seem impossible. If you can figure out Mamewah, you can pat yourself on the back, because while it ain't user friendly, it is one of the nicest frontends available, and everything from then on should be quite a bit easier to figure out.
Did you check the wiki? Also download the latest version of Mamewah from the mameworld.net forums. Follow the installation instructions, then look at jcrouse's website (home of the CPViewer) for .inis that are filled out already Generally, you won't be able to use these (or you might be able to, depending on if you let Mame install itself to the default directory-c:\mame, along with everything else in their normal locations.) Compare what Mamewah produces when you first run it with what you find at jcrouse's site. Some of the items won't pertain to you, but you will need to pay attention to your rom and executable directories. Make sure everything is perfect down to the letter.