To bypass the feedback lever message, there are two options:
1. Use -force-feedback on the command line (assuming your ROM set has the required drive board ROM; if not, there will be a warning message printed to the command prompt).
2. Disable it in the game options. Press 6 (Test) to enter the service menu. Use 5 (Service button) to navigate and 6 to select. Go to Game Assignments, then navigate down to Feedback Lever and press 6 to disable it. Then exit. The setting will be saved in NVRAM (unless you've already locked it by making it read-only, in which case obviously make it writeable again first).