Fire up mame, select "Configure Options", then select "Configure Directories". Most of those should have separate configurable directories. If you prefer editing text files look in ui.ini (mine is in ini/ui.ini).
Thank you for the response.
I'm making a batch file which automatically download new mame version and import ui.ini from old mame directory to new one, because I want all ini,dats and png data centralized on a outer directory.
However I've noticed that, in a odd way, snapshot directory is present on mame.ini.
This does not make sense to me, since should be present on ui.ini
Do you agree ?