Auto Boot Arcade Rom Question

Hi there, I have a question about auto-boot arcade roms - the ones who are packed in zip files.
What I want to do:
Unlike other Emulatores like SNES or Genesis, Arcade Roms are packed in zip files.
I want to autostart them by double-klick on the archive or better, boot them when I plug in a single cdrom with the file. With SNES Roms that is no problem. Tell windows that it has to open the ".rom" files with the emulator by double klick.
But when I rename the .zip (from arcarde games) to something like ".neo" the emulator gives an Error Message about the missing bios file. (like neoragx). I tryed to make a batch file in which the emulator should load the hardware bios file, the the rom archive. Doesn?t work.
I want no gui to start the roms. For other emulators, like snes I burned a single rom on a CDROM, made an autorun.inf which starts the rom with the emulator automaticly.
Now I only have to insert the cd rom (autoplay in windows in on) and the game starts automaticly (like on a console).
But with Arcade or NeoGeo Roms, this doesn?t work this way.
Any Ideas? :confused:

I don't know about NeoRageX, but MAME doesn't allow you to change the rom file extension from .zip to another, because it won't work, if NeoRageX works with that; simply leave the bios rom file without renaming: so you change the roms files extensions to .neo, except "neogeo.zip", and give a try.

Sorry for my bad English.

Why would you want to run a single rom that autoboots from a CDRom?. The only reason I could see for anyone wanting to do this is if they wanted to sell them, in which case its just software piracy.