as you see by defaults any game you will play the MAMEUI.exe should create the ini files in the ini folder and it was working like this till MAME 0.229 but in the MAME 0.330 it create it in MAME root instead using the ini folder as it suppose to be
check it by playing any game with MAMEUI0.229 and check where ini file saved you will see that its in the ini folder then try 0.330 and see if its save it in ini folder or in the root of MAME folder itself