Hi Brandon, thanks & I am really glad you liked the article.
I can’t really tell off hand what is the problem. But maybe you’re are trying to install advancemenu while not running as a root user which gives you extra file permissions? The article assumes you are using Moebius which has ‘root’ as the default account. If you are not using Moebius try using the sudo before dpkg and see what happens.
sudo dpkg -i advancemenu_2.6-1_armhf.deb
Otherwise you may want to post the problem in the PiMame forums. As the author and operator of that project also compiled the advancemenu package you are having issues with. So he will probably have a better answer than I.