@drdave79 saving the game option file should work.
Retroarch main menu-> Quick menu-> options-> create game options file
You may have to start a different rom after and change the default setting back though.
So start rom, change setting, save game option file, close Retroarch. Next, play regular game, change setting back, then just exit Retroarch.
You can also save the game option file then just manually edit the cfgs over network. The default core options are saved to Configs-> all-> retroarch-core-options.cfg
Then just edit the opt file you created Configs-> all-> retroarch-> config -> mame2003 directory-> game.opt