All I have to say is this message forum kicks ass. If anyone is running Mame 32 with the previous suggestions above, this is what I did and it worked awesome for me. I put it on 2 player and got both players going on the screen. I then hit the tab button and began configuring the buttons, it worked like a charm. Like it says above, do NOT put the game on pause, for some reason this screws the configuration up, just keep the game running. BTW for those having a problem with the player 1 block button, in the menu, for some reason the player 1 button 3 is listed 2 times. You have to change both of them to the same button that you want. Now I am set up perfectly. Thanks for everyone's help.
Button 1: High Punch
Button 2: Block
Button 3: Hich Kick
Button 4: Low Punch
Button 5: Run
Button 6: Low Kick