Hey Arzoo,
Havok told me that you had a couple of questions. AFE is the killer FE and I want to encourage to stick with it. Once you play with it a little you will see the power in it.
Ok, ADD and personal preference has led me to want my CP set up a little different than than the average bear. So I ran into the same situation. The trick is to get MAME set up the way you want FIRST! AFE looks at the button set up in MAME. This is a good thing as once you get everything set up YOUR WAY AFE follows. I like my fire button to be where the average button 3 is. Button 2 is set for jump etc.
1 2 3 <- Fire
^ - Jump
4 5 6
Take the time to make sure that you have set up the user button ->LED assignment page completely and accurately.
I have button 3 set as a RED LED in the LED > Button config screen. Button 2 is set to Green.
In MAME I set button 3 as button 1 in the game user set up (User ALL games) Once you get the button > LED config done and save it, then you can go into the individual game settings screen and generate the LED list. This sux all the info out of MAME and all your settings with it. Then the majority of the games will be correct. I also lit my track ball as player 1 custom 1. I put all my utility buttons on player 1 custom 2 (Pause, Player 1, 2, $.25, Pause). I then used Youki's place LED setting utility to add my utility row. Now these light up for every game. (They stay on but at level 6 so they are not very bright, but able to be seen in low level light). Stuff like Marble Madness and missile command (Trackball games and spinner games cause I did not want a spinner) I have to go into the LED Game Set up and add the track ball. This is easy to do. Find the game in the list, click on it, Add custom 1 (or wherever you have the TB set up). The set up process does not take too long if you can keep from getting sucked into playing games (a common problem for me

).
Now, I will tell you that there are a couple of gotcha's that Youki is working on (I think). You want to set up AFE so it displays game settings as you scroll through the games. This will lead to a near perfect score to getting the correct lighting during gameplay. If it is set to all blink or mode 1-4, I found that the game settings would not load properly all the time. (about 50-60%. Also if you have AFE run one of the modes or random LEDs during screen saver, sometimes it will never come back and you have to restart AFE. Not a big deal, but it is a little bug. The thing to remember that this stuff is early in the programming phase. You will find this already to be very powerful. Youki has cool things up his sleeve for the future.
Hope this helps if not, steer me more towards the issue.