I'm using MAME2003, and for the most part is seems to work well, aside from the opening and closing. When I open MAME, it shows a blue loading ring (the mouse) for a half second before actually starting the game, and I can't seem to get rid of it.
Upon closing I see a black screen for a second, before a windowed version of the game I was running appears on the top left corner of the screen for another second, before finally returning to AM. Any help?