Instructions
Go to Mamedev.org to download a MAME binary image. Go to Emuloader.mameworld.info to download and install Emu Loader.
Double-click "EmuLoader.exe" to start the program. Select your MAME executable file. If you have more than one version of MAME, you can select as many as you want. Click "Set xxx Emulator Options."
Click "Read Mame.cfg" and check the frontend options that you want. Click "OK."
Check every option on the next page. Click "OK."
Click the "File" menu and select "Build Database" to generate a list of your MAME ROMs. Double-click a ROM to start it.