Aspect ratio in WinMAME?

Having bought myself a shiny new laptop back in January 2008, I
recently (November) downloaded the latest MAME32, and as expected it's
great -- it's actually faster in some games than playing the same game
in the DOS MAME, presumably because it's going through only one layer
of emulation instead of two (DOSBox as well as MAME).

However, I've been playing Check Mate a lot lately,and have noticed
that for some reason, in WinMAME its window has the same 16:9 aspect
ratio as the screen, instead of the 4:3 ratio it always had in DOS.
Doesn't spoil the game of course, but it looks a bit odd. (Yet other
games, such as S.T.U.N. Runner, have the correct aspect ratio in
WinMAME.)

Anyone else noticed this kind of thing?