Well, that's a bit off-topic now... I suggest you open a new thread (instead of using this sticky one which is meant for build instructions on Mac OS X).
Anyway, the -window option is just a command line argument. You were able to start MAME before (on the command line, I suppose), so just add -window on the command line
If you want to use a front-end instead, well, there are some alternatives... besides MAME_Tunes and others there's QMC2 (the one I wrote) for instance.