No problem! I appreciate all the effort you've put into this software, and it's a terrific version of MAME. Once I figure out all the angles of it, I'll work on some documentation for you.
Spawning a separate thread for the audit would probably be a really good idea, since all new Macs these days are at least dual-core, and therefore the audit wouldn't slow down the UI at all. (Aside from disk access, but you're going to hit that either way.)
Actually, is auditing necessary for MAME OS X to be able to figure out what games it has available, or is it only done to make sure the games will run? I don't think a time-consuming audit is necessary unless the user wants to verify his romsets. I think it'd make sense to separate the "check to see what games are available" (which only involves seeing what romfiles are in the zips) from the "make sure the romfiles have the correct checksums" (which is the time-consuming part, and should only be done if the user asks for it).