I'd like to be able to change the mode from "Arcade" to "Console" (that enables things like training mode on certain fighting games, etc.).

Is there a way to do this on MAME OS X? There's no option in the preferences window, and if you enter the settings of the emulator (F2) you can change some of the settings of the game but not enable console mode.

I've also read that it has to do with the BIOS it's running. I donwloaded a neogeo.zip (without it games don't even run)... but I don't know how to force MAME OS X to run a particular bios either (I've read that unibios makes the trick but I'm clueless about how to make it work).