Do not download “MAME 0.37b5.exe” from random adware sites. Use the official MAME GitHub legacy releases or trusted frontends:

To understand the appeal of MAME 0.37b5, one must first understand the era it inhabited. The early 2000s were the Wild West of emulation. Broadband internet was spreading, peer-to-peer file sharing was booming, and a generation of gamers who had pumped quarters into cabinets like Street Fighter II , Metal Slug , and Pac-Man now craved the ability to play those games on their Pentium III PCs.