Well I found this today...
Why doesn't the Tab key work anymore?
Most likely you have re-configured the "UI Configure" key, normally Tab, to something else. To restore the default settings, the quickest way is to delete the default.cfg file from the cfg/ subdirectory below the main MAME directory. However this will remove any other general input changes, too.
If you have settings you don't want to lose, you can also edit default.cfg with any text editor, since the input configuration files are in XML format. Open the default.cfg file and find the line that says <port type="UI_CONFIGURE">. Delete that line and all the lines down to and including the next </port> line; this should be five lines. Save the file.
So that is my original problem.. the TAB key no longer worked and therefore in game I could not bring up the Menu.
I could not find where you set this within mame itself (running direct as you suggested).. so will have a go at editing the XML directly.
As for ROM sets... yep thinking it is a big pain the bum!!! I have started DL a newer ROM set that is hopefully compatible with the newer mameui I DL as well.. main reason is I would like hiscores and/or save state to work and it seems it is supported better in the newer UI, but therefore I need newer ROMS...
I even waded thru an hour of mucking around with clrmamepro to repack the ROMS, but of course got to the end of the process and you needed the "update" ROMS, which I think is the set of new compatible ROMS that are changed, but I have no idea what version the original ones are, and all the update packs seem to be one version to the next.. ie. 133 to 134... so that was a waste of time.. Much easier to just blow 28GB of my DL limit I think!