I was just reading the ReadmeCE.txt file that came with the MameCE3 program and it says-
"WARNING: Make sure you have a few megs free on your device after installing MAMECE3. If you run out of ram, MAMECE3 will not play any games, it will just show a black screen, show a black screen breifly and then go back to the menu, and/or lock up. If this is what's happening to you, free up some memory on your device. MAMECE3 was tested on a Devices with 32 megs, with about 6-8 megs free."

I definitely have this much memory free, so I do not think this is my problem. Anybody, that has any ideas, I would greatly appreciate it.

Thanks,
someoneudunno