READ THE WHOLE POST BEFORE TRYING ANY OF IT
in mame, the default rom path (where the emulator will search for roms to make show up in the list) is in the roms folder so just place your roms in that folder. If i can remember, in some versions of mame the rom has to still be in its compression state for some reason (.zip, .rar, .7z, etc...). Try both (compressed and extracted) and see which works. As for MESS, idk cause ive always used mame and it works really well with pretty much all the games that were actually popular.
READ THIS:
If for some reason your default rom path is different, open up the mame.ini file in notepad and search for an option or piece of text mentioning something along the lines of: rompath, rom path, roms, rom, games or something similiar.
It should show a directory path e.g. (C:/Users/User/Emulators/Mame/Roms/) or something similiar. Thats where you place the roms or rom archives (compressed roms). If you must, you can change the directory path within mame.ini to a different directory path like some other folder you want to place roms (say, a folder on your desktop). Then you would save mame.ini from notepad just the normal way, >> File >> Save as... if you chose that option. then save as mame.ini
when you next start up mame the roms should be in the menu for you to choose what you want to play.
Please reply, i want to know how this goes. any further info would be appreciated, such as which version of mame or mess your using or what game you want to play for what arcade machine it was originally on.
Good luck