Ok, thanks a lot.
Edit: I put it in the roms folder like you said and they're still not working.
Edit #2: I got Bucky O'Hare working, but now, as soon as I start the game, it immediately comes up with the Continue countdown before I've even done anything. I fixed the problem in one of the config menus, but it then it keeps resetting the menu to the way it was before. As for X-Men, I'm just considering it a lost cause, so don't worry about it now.