There are many reasons why it could be beneficial to compile your own version of this emulator. It could be that you wish to enable a few of the newer Neogeo games, or you may be working on a driver for for your favourite unemulated game, but whatever the reason, it is a simple matter to compile your own version. Just follow the steps outlined in the pages linked below.

N.B. Remember though, mamedev has asked that if you do enable the unenabled games, you DO NOT distribute the binary that you make. For more information on this, read the readme.txt file that comes with the program.