get the first file listed here:
http://www.mame.net/hiscore.htmland place it in the same directory as the MAME32.EXE file and it will save the hi score for most games. Works for Pac-Man, Galaga, DOnkey Kong and others...
of course this wont work if you have the games saved on a CD because you just cant save anything to CD direclty from MAME. So copy the entire contents of a MAME cd to your hard drive and add this little file. After copying all these files to your hard drive from the CD it would be a good idead to high light all the files and folders and take the check mark off of Read Only.
--Sal-