I think you can do 2 things:
1.- try mantain pressed the "Fn" key, and then press F1.
(If that does not work then...)
2.- Go to your Mugen folder, then go to "data" folder, there search for "mugen.cfg" (if you dont have file extensions enabled it may apear as an weir file called just mugen), right click on it and select "open with", and then use "note pad" to open it.
once you are on mugen.cfg file,at the bottom of "[Config]" section you will see "FirstRun = 1" then put to 0 "FirstRun = 0", then just save changes, and close the file, and that will fix it I think.