How do you change the difficulty for a mame game I'm running? For example I want to change the difficulty for Alien vs Predator arcade rom

In most games you press F2.

For Alien vs Predator, Press F2, select Configuration, Game, Difficulty.

thanks it works. Another question I have is why I don't hear any music or sound for the intro of some games like for AVP arcade?

Again, you need to turn it on.

When you went to Configuration, choose System, and turn on demo sounds.

One thing I have trouble exiting from the configuration and geting back to the game what does 1P and 2P mean which buttons?

1 and 2

It says 1P&2P - Start to exit what should I do?

Press 1 and 2 together

Yes! now it works thanks a bunch!