I've been a MAME user since a bit less than 0.35 (that's year 1999 to you) and I don't recall MAME ever having a feature like that. Not even MAME32/MAMEUI.
I think you are mistaking it with something else... WolfMAME maybe? A front-end that manages MAME in the background? A less popular MAME derivative? Pay close attention to how that MAME 0.106 is called.