gavkiwi, there is no difference between mame32 (now mameui) and command line mame, except mameui adds a front end. The key is you need to have the right version of the exe (mameui or mame) for the roms you have - apparently you don't, and apparently you have one version of mameui and a different version of mame. There is no problem running mameui from a different front end - that's what I do. When the FE launches mameui, it passes the rom name on the command line, which tells mameui to bypass the UI and go straight to the game.
I prefer using mameui because that's what I used before switching to mala, and because I prefer to set game options there rather than hoping the FE will set them properly.