Im really no expert but if you look at the dropdown list on this page: http://sdlmame.wallyweek.org/download/
that first set of downloads Common, tools, and mame that are 0.138u2 didnt work for me. but i tried the next group down, the plain ole' 0.138 and they worked perfectly. i installed the common first then the mame then the mame tools. Hope it helps.