Do you want it to be that way in every game or only one?
If you want it for every game then you can go to options for MAME and make sure that "Cropped Artwork" is unchecked. If you are only looking to do it for a certain game then go to that games options.
It can also be changed in the game by hitting "TAB" and going to the video options. Same thing make sure it is on "Full Artwork".
I personally like the cropped, as it helps fill up the blank black areas on the mointor, but keeps the game at full size.