If this is the correct way to do it, the documentation is wrong, or at least the info I read.
So I move my settings to:
emulator setup: command line: Mame.exe [ROM] -rompath "[ROMPATH]" -ctrlr X-arcade
and it worked. Maybe advanced mame options means option for advancedMame? If so that is horribly worded.
Sorry saw your post after I found the solution. I'm sure both options work.