Looks like you need a frontend (google will lead you to one, or browse the board @ bannister.org). Also you should pay www.romcenter.com or www.clrmame.com a visit, for tools to audit your sets - looks like they are outdatet or incomplete etc.
Dat files for these programs can be found over at www.logiqx.com.
And if this is all a bit too much, read some introducions @ Easyemu: www.mameworld.net/easyemu
'Now the time is here
for Iron Man to spread fear,
Vengeance from the grave
kills the people he once saved'
© Black Sabbath '70
*grunt* Metal *gnarf*