Is there any way for me have mame bypass the warning and info screens
See the hi-score patch stickied at the top of this forum. It also removes many of the warning/info screens.
load up a save slot when it loads a rom
First, manually create a save state that you want to load automatically. Then create an ini file with the same name as the rom file and put it into the ini subfolder under mame. The ini file should have at least the following if you saved it in slot 1.
state 1
The game will then automatically load save state number 1 on game startup.