Well, I ran it again before you replied, and strangely, it ran okay, so I let it run through all my MAME roms. Once, the window vanished for about 2 seconds, and I thought I was in trouble, but it popped back up and continued scanning. It finally completed, and everything seems to have gone okay. Then I checked back here, and saw your reply. So I checked the root folder of clrmamepro again, and there was still no cmpro.ini file, even after it ran okay and I closed it. So I created a text file and named it cmpro.ini, and copied the text you suggested, and then ran it again. It ran fine, and I closed it and reopened cmpro.ini again. Now, it was full of new values that weren't there before, but the text I copied in was gone; it just overwrote the whole thing. So I copied the Adv_HideWindow = off line in again, and closed it, ran it, and reopened the ini file again. Now the line is still in there, and everything seems to be fine. Very strange.
Well, thanks for your help. Much appreciated. One question, though. Do you think the roms are okay that I scanned earlier, before the cmpro.ini file was created? I was following the guide on another forum for updating my MAME roms, and everything seems to go fine except the window vanishing and reappearing once. But it seemed to continue without a hitch, and in the end, it seems to have completed everything without any problems. The roms couldn't be messed up could they? Because now they are all changed and merged, so I'd hate to think they were somehow corrupted if clrmamepro was acting wonky.