If you don't want to wait for the next MAME release, you can try Kawaks (http://kawaks.retrogames.com/), which supports Metal Slug 3, Striker 1945 Plus and Nightmare in the Dark.(posted 8410 days ago)But beware Rafael: if I remember correctly, you have a slow connection, and those ROMs are huge (mslug3: 34.4 mb - s1945p: 73.9 mb - nitd: 17.2 mb) so expect to wait a LOOONG time before to download them all :)
Oh, btw, s1945p needs at least 256 mb of RAM to decrypt the gfx, and it requires a LOT of time to load - a guy once told me that he had to wait 5 hours! I tried just once, waited for 90 minutes, then closed Kawaks... but I have 64 mb only of RAM, so I don't know how much time it would have taken for me to get the thing done.