In standard baseline MAME, you can disable the "game info" screens by enabling skip_gameinfo in the mame.ini file.
However the "warning" screens are not supposed to be disabled. They are there for a reason so that people don't report bugs for games that have known issues.
Most end users don't realize there is a difference in the two screens and refer to them all as "nag" screens.
That said, if you *really* want to remove the warning screens, you're welcome to download the MAME source code and build tools from http://mamedev.org/ and compile your own custom EXE with the warning screens disabled. If you want it bad enough, you can use Google to figure out what to modify and how to compile MAME. People with zero coding skill do it all the time.