Put Killer Instinct into a folder called KINST and then put KINST into the ROMs directory of MAME. If you have the DOS version of MAME, go to the System Prompt in the Start --> Accessories menu, go to your MAME directory through the System Prompt and type "mame <mame game>" like this:
Let's say your MAME directory is in C:\. The System Prompt will start like this:
Code:
C:\Documents and Settings\<user>\
Then do the following:
Code:
C:\Documents and Settings\<user>\cd..
C:\Documents and Settings\cd..
C:\cd mame
C:\MAME\mame kinst
The words in bold are what you're going to put.