Download both Mame binary and source version. Also be sure to download "Cwsdpmi.exe". Once you are done with it you are going to unzip all of them into the same directory.

Cwsdpmi.exe (must be placed into mame directory in order to run the mame in a pure DOS)

m35b1b (mame binary) about 1Meg

m35b1s (mame source) about 3 meg