I also had probs running mame from the hard drive until I found thid posted elsewhere:
-Create a folder for mame in E drive "E:\Emulators\Mamex"
-Unzip the rar contents(mamedist-b6.rar) to pc hdd and copy all of them to back to E:\Emulators\Mamex.
-The roms should be in "E:\Emulators\Mamex\roms" and all the other folders and default.xbe should be in E:\Emulators\Mamex.
-I didn't alter the mame.ini file except for the "keepaspect" option.The rest is default.
This does work and there is no need to touch the ini file, even though the ini file will say that it is looking for roms on the D drive.