edit mame.ini (or whatever its called... mamepp.ini)... if you don't have one... mame -cc
skip_disclaimer 1
skip_gameinfo 1
or
-skip_disclaimer
-skip_gameinfo
I take it you can only do that in DOS mame correct?
Short answer:
No, you can only do that with the windows mame, sort of.

Long Answer:
Don't confuse mame, dmame and mame32, nor dos applications and commandline applications.
Dos mame ("dmame") makes mame.cfg. Windows (commandline) mame ("mame") mames mame.ini. And mame32 (win mame + GUI) makes it's own ini files which are usually read from the ini folder. Each is a little different looking, but mame and mame32 ini files are interchangeable (ie: copy into the ini folder), while mame.cfg is different than the other two in details if not in outline.
Dos applications cannot use win32 or directX. A windows commandline application starts from the dos-looking commandline, but uses win32 API and/or directX. Mame uses win32 API and directX, just like mame32; dmame does not use win32 API or directX.