well it sounds like you're using a hacked version of MAME with the 'nag' screens removed, which means all bets are off and basically you're on your own. Many of those patches introduced other bugs meaning a lot of those builds will also be suppressing warnings that might tell you something useful and instead are crashing because the people making such hacks are idiots.
it's 99.9% likely to be the cheat problem already pointed out, especially if other stuff runs just fine in MAME.
but since you've admitted to running a hacked version, I'm no longer providing any support.