You need to click the 'Start' button on your desktop, click 'run' and type cmd.
This will open a command prompt.
Now you need to set the command prompt to your mame directory. If your mame folder is located in your C:\ drive for example you would type:
so it should now look like this:
now type mame -cc like this
>C:\mame mame -cc
This will create the ini file in your mame folder.
If your mame folder is located somewhere other than C:\mame then you need to use the cd command to get there for example if its in F:\emulators\mame you would need to type:
cd F:\ <hit return>
cd F:\emulation <hit return>
cd F:\emulation\mame <hit return>
>F:\emulation\mame mame -cc <hit return>
hope that makes sense.