With the "new" TG no one knows for sure if they will change the Mame version required.
The old TG required you use Wolf Mame .106 and only version .106. The file is here:
http://wolfmame.marpirc.net/ and look down in the list for wolfmameplus-106.exe
I get a "malicious" file warning when downloading this in Google Chrome, guessing if you have a virus scanner it may throw up a warning too. This file is safe, so you can ignore the warning.
The save states as talked about in another thread will be different each time you play them because of the way randomization works within the program.
Some of the DK Guru's will be able to tell you more, but you could pretty much make a save state for every single level if you wanted to and then practice to your hearts content. I assume that the game doesn't get any more difficult between level 5-21, but having read another thread this may not be the case.