MESS Emulator

Hi.
I had downloaded the MessMenu for Macintosh and I tried to run the 3DO emulator, but it returns a message saying: "panafz10.bin not found".
I downloaded this file but the message continues. Where do I have to copy this file to MESS emulator works? Where do I configure MESS to find this file?

MESS requires seperate bios files for most systems. Click options from the toolbar at the top, select directories and browse to the location of the bios file.