that usually happens when there aren't any roms in the roms folder, or something else is wrong. if you e x i t out of the menu and on the console, type advmame gridlee does it work?

I had the same problem. Running from the command line let me see the error messages. I'd messed something up in advmame.rc, and the error message let me fix it.

I'd tried an update install, but of course the scripts won't overwrite a custom config file, usually a good thing! But at least I was able to glean enough from the error message to fix it.