You can get the 32 bit version here:
The chds can go in the same folder you have the roms in. They just need to go into a sub-folder.
C:\Mame\Roms\"chd gamename folder"
You probably should also get http://mamedev.emulab.it/clrmamepro/
for a rom manager especially if you want to update to the newest version of MAME. (soon to be 169)
Pessimist: Oh, this can't get any worse!
Optimist: Yes, it can!