On mame 0.137 the only cheats you can have are the cheat.zip file ones that you insert into the same folder as the mame.exe BUT you have to edit the mame.ini file (in the same folder) and change the line cheat from 0 to 1 for it to work.

but you don't get the run like hell cheat you just get other various game cheats.

I haven't treid it on the n900 yet only the pc version of the same but i will try it soon

Edit

tried the same routine on the n900 but it doesn't seem to work i will give it another go tonight, but i will use the same files i used on the pc version.