Put SHLIB=1 in the main makefile, or on the command line.
The idea is to get a *way* faster link with symbols. It works at
least on linux, with one annoying caveat: you have to be in the
build/projects/sdl/mame/gmake-linux directory to start mame
afterwards. We're going to move some things around to be able to use
LD_LIBRARY_PATH or have it start as-is from the root.