Get SDL MAME and unzip it:
http://rbelmont.mameworld.info/sdlmame0108.zip

Install compilers:
Code:
sudo apt-get install build-essential
Install zlib development:
Code:
sudo apt-get install zlib1g-dev
Install expat:
Code:
sudo apt-get install libexpat1-dev
Install SDL:
Code:
sudo apt-get install libsdl1.2-dev
Build sdlMAME:
Code:
make