If you had MAME 0.194 and updated it to v0.195 you need to create a new games list. Go to main menu "MAME/Arcade" then select "Create Arcade Games List". On the systems dialog, make sure to select only MAME, in case you have multiple emulators setup in the frontend.
Emu Loader does not update the games list automatically.
The F5 key (Scan Games) is only to validate ROMs of your current games list.
For MAMu_ icons, every time you update MAME you also must get the updated icons pack for the MAME version you want to use.
In newer MAME builds, game names might change, and other new games might be added.
Ciro Alfredo Consentino
EmuCon Home: http://emuloader.mameworld.info/emucon
MCM Plus: http://mcm.mameworld.info