I had the same bloody problem. My Casio E-100 wouldn't let me get past the "ok" question, and I asked the author. He said he'd never seen that message, but that it was not his version, so I'd have to ask around.

I just about gave up on running MameCE anytime soon, and then by luck I decided to push buttons on the cursor pad until I passed it, or ran out of buttons, and it worked.