Thanks... yup, this is what I tried first. I found a binary, but shaders are broken in SDLMame windows, at least for .153. I will report that to the SDLMame message board, whenever they let me on. I would mess with it, but they didn't have any instructions for compiling SDLMame for windows on the message board. Another issue with SDLMame is that frontends don't seem to support it for windows, though I suppose I should be able to figure out how to get one to pass the necessary parameters.
Right now, I'm hacking around in the mame HLSL code, trying to modify it to use my shader instead of the dozens of shaders HLSL seems to need.