I cant play the game

[DeathDemon092]

Ok, i downloaded MAME 0.102 From the Official MAME colum, then i extracted all the files, i went to the "Download MAME ports colum and i downloaded MAME32 0.102, extracted the files again. Then i went into the actuall game and i tried playing a random game and it doesnt work. A little window pops up and a list of things start apperaring saying NOT FOUND. I have treid serveral games and they all do this, what can i do to "Find" these things and what exactly is it trying to find? a Rom? where would i get these???:(

[-=VampyR=-]

Use GOOGLE to find roms.Read the RULES (http://forums.emulator-zone.com/rules.php) before posting.NO ASKING FOR ROMS OR OTHER ILLEGAL MATERIAL.
Now...the problem: NOT FOUND,download the rom of your choice and put it in the rom folder of your mame.If you have NEOGEO roms you need to find the neogeo.zip...place that too,in the rom folder.When ingame,press TAB to modify settings,button configs and more.