Mystaria/Blazing Heroes

[Dirkgently]

I have been trying to get working versions of Mystaria (also known as Blazing Heroes) and Shining the Holy Ark for quite some time now. I appreciate that you are not allowed to link sites that will provide ROMs etc, I thought I had everything I needed - ROM, BIOS, and a working (for want of a better word) version of Satourne. It may well be that I am being a computer biff, but I don't seem to be able to get the ROMs running correctly. I can get the familiar Sega Saturn startup screen, but no-matter what I seem to do the game will not run. I don't know if I am supposed to burn the files (I think there are 6 sections to the Mystaria ROM) to a CD or if I can just run them directly from my HDD. I am sure it must be possible to do something as simple as play mystaria on a PC, but I am quickly getting to the point where I may have to re-invest in an actual Sega Saturn again!
Any help would be greatly appreciated.