I recommend downloading a recent version of MameUI here (it's basically Mame with a GUI, very easy to use, and formerly known as Mame32)...
MAME / MAMEUI EDUCATION
It's strongly advised that you read the MameUI guide at EasyEmu, the MAME FAQ, as well as the "MameUI help file" that comes pre-packaged with the emulator in order to learn the basics.
MAME SUPPORT FILES (artwork, samples, fonts, dats etc.)
Mr. Do's Arcade Page is an excellent centralized source for all support file links.
ROM FAQ FOR MAME
Don't unzip your roms. Place them in your roms folder. Then start MameUI and then press F5 to refresh your gamelist. Now try playing some of the games. If any of them still won't run or won't even show up in your 'available' list - then it's either 1 of 3 possibilities, or a combination thereof....
1) You are using outdated roms only valid for older (or newer) Mame/MameUI versions than the version you are trying to run it on. MAWS provides info on the game info page about when the rom was last changed by the way.
The solution is to obtain the correct sets for the mame version you are using, OR use the mame version which correpsonds to the sets you have.
2) You are using 'clone' roms without their 'parents' being present in the rom folder as well. All games have a single parent set that can run on its own and doesn't require any other rom sets (clones) from the same game in order to function. But if all you have is a clone of a certain game, it cannot run on its own without borrowing roms from its parent set.
So in summary...
- a parent rom set contains all files necessary within it to run that game, and is complete
- a clone rom set cannot function by itself unless its parent is also present in the same rom folder
One example would be 2 different region versions of a certain game. The 'world' rom would usually be the parent, while the 'US' or 'Japan' rom might be the clone, and would only contain the files which make it different to the 'world' version. Obviously, the file size of the clone is quite a bit smaller for this simple reason.
Once again - MAWS labels which is which on the game info page of any given rom. The best policy is to snag the parents first, so you know for sure the games will run for you.
3) Some games require a BIOS rom to be placed in your roms folder. (ie. neogeo, playchoice-10, deco, cvs, pmg etc.) or they will not work. MAWS will tell you which games use a BIOS. These BIOS roms must also be kept in sync with your MAME version as they sometimes get updated, especially neogeo.zip for example.