Hello. I've used MameUI or something until lately, but decided to look for some new 'frontends' and learn more about arcade emulating stuff. So I installed Mala, but I couln't play a single game successfully so I came here.
I did everything correctly with the instruction listed on 
http://malafe.net/index.php?page=docshelp, except designating the snap directory; I think 'snap' means the pictures of each game so that one can browse games more easily, but I don't have the compilation so I just left it blank.
I refreshed the list and it looks like this:

So I press 1, and it loads to 100%, and it revert backs to this screen again. The log is like this:
015-02-03  10:42:16.89   Info: BuildGameListMenu: Adding New Menu 1 All Games
2015-02-03  10:42:16.90   Info: BuildGameListMenu: Adding New Menu 2 Most Played Games
2015-02-03  10:42:17.10   Info: LoadVideo:  \grdians NOT found
2015-02-03  10:42:17.10   Info: DisplayVideo: Master Did not Load : \grdians
2015-02-03  10:42:17.10   Info: LoadVideo:  \ NOT found
2015-02-03  10:42:17.10   Info: DisplayVideo: Clone did not Load : \grdians
2015-02-03  10:42:18.63   Info: Saving Names
2015-02-03  10:42:18.65   Info: GameListSave tmp: saving 83 games
2015-02-03  10:42:57.56   Info: SaveBiosList
2015-02-03  10:42:57.57   Info: Collecting games
2015-02-03  10:43:00.57   Info: Collect game Option: Only add Games with roms found
2015-02-03  10:43:01.57   Info: Collect game Option: Add Games even if rom not found
2015-02-03  10:43:02.58   Info: Collect game Option: Add non working Games
2015-02-03  10:43:03.58   Info: Collect game Option: Add Masters and Non Masters
2015-02-03  10:43:04.58   Info: Starting Game collection now
2015-02-03  10:43:04.59   Info: BuildFromXMLFile: Creating Game list from XML File
2015-02-03  10:43:04.59   Info: Loading mame XML File
2015-02-03  10:43:06.55   Info: Loading catver.ini File
2015-02-03  10:43:06.65   Info: Loading controls.ini data
2015-02-03  10:43:06.65   Info: Loading nplayers.ini data
2015-02-03  10:43:06.65   Error: BuildFromXMLFile: No nplayers.ini file set!
2015-02-03  10:43:06.94   Info: Starting game search
2015-02-03  10:43:06.94   Info: Using xml file: D:\휴식\Games\Arcade\Mame\mame.xml
2015-02-03  10:43:06.94   Info: MAME Version from XML: 158
2015-02-03  10:44:48.59   Info: Finished game search
2015-02-03  10:44:48.62   Info: Finished Game list from XML File
2015-02-03  10:44:51.02   Info: 84 Games added to list
2015-02-03  10:44:51.02   Info: Created using: Rom Info File: D:\휴식\Games\Arcade\Mame\mame.xml
2015-02-03  10:44:51.02   Info: Catver File: D:\휴식\Games\Arcade\Mame\catver.ini
2015-02-03  10:44:51.03   Info: Controls File: D:\휴식\Games\Arcade\Mame\controls.ini
2015-02-03  10:44:51.03   Info: Players File: 
2015-02-03  10:44:51.03   Info: MAME: Loading Game Names
2015-02-03  10:44:51.07   Info: Saving game list: D:\휴식\Games\Arcade\MaLa174_001\MaLa174\All Games.mlg
2015-02-03  10:44:51.09   Info: FormActivate: 
2015-02-03  10:44:52.16   Info: LoadVideo:  \3dobios NOT found
2015-02-03  10:44:52.16   Info: DisplayVideo: Master Did not Load : \3dobios
2015-02-03  10:44:52.16   Info: LoadVideo:  \ NOT found
2015-02-03  10:44:52.17   Info: DisplayVideo: Clone did not Load : \3dobios
2015-02-03  10:45:05.02   Info: KeyDownAction: Scrolling At Maximum Speed. Enable Display Delay with min exceptions if this is too slow
2015-02-03  10:45:06.53   Info: LoadVideo:  \airlbios NOT found
2015-02-03  10:45:06.53   Info: DisplayVideo: Master Did not Load : \airlbios
2015-02-03  10:45:06.53   Info: LoadVideo:  \ NOT found
2015-02-03  10:45:06.54   Info: DisplayVideo: Clone did not Load : \airlbios
2015-02-03  10:45:12.74   Info: LoadVideo:  \kof2000 NOT found
2015-02-03  10:45:12.74   Info: DisplayVideo: Master Did not Load : \kof2000
2015-02-03  10:45:12.74   Info: LoadVideo:  \ NOT found
2015-02-03  10:45:12.74   Info: DisplayVideo: Clone did not Load : \kof2000
2015-02-03  10:45:13.81   Info: Saving game list: D:\휴식\Games\Arcade\MaLa174_001\MaLa174\All Games.mlg
2015-02-03  10:45:13.84   Info: Starte: Current Memory used: 303,700 K
2015-02-03  10:45:13.87   Info: Starte: Cancel any Display & Video Delay due to game start
2015-02-03  10:45:13.88   Info: Set dir: D:\휴식\Games\Arcade\Mame\
2015-02-03  10:45:13.88   Info: Starte:: Starting Game : kof2000 .Create process: mame.exe kof2000
2015-02-03  10:45:24.87   Info: Starte: Ending Game:  >>>>>>>>>>>>>>>>> Quit: 
2015-02-03  10:45:24.88   Info: Starte: Resfreshing hi score. Running D:\휴식\Games\Arcade\MaLa174_001\MaLa174\hi\hi.bat kof2000
2015-02-03  10:45:24.89   Info: Current Memory used: 304,216 K
2015-02-03  10:45:24.89   Info: Ended Game: Set back dir: D:\휴식\Games\Arcade\MaLa174_001\MaLa174\
2015-02-03  10:45:24.90   Info: Focus: Force main form into focus. ++++++++++++++Does it help?++++++++++++++++
2015-02-03  10:45:24.95   Info: FormActivate: 
2015-02-03  10:45:24.96   Info: Layout Video: Starting delay timer after game quit
2015-02-03  10:45:25.97   Info: LoadVideo:  \kof2000 NOT found
2015-02-03  10:45:25.97   Info: DisplayVideo: Master Did not Load : \kof2000
2015-02-03  10:45:25.98   Info: LoadVideo:  \ NOT found
2015-02-03  10:45:26.00   Info: DisplayVideo: Clone did not Load : \kof2000
2015-02-03  10:50:34.54   Info: LoadVideo:  \su2000 NOT found
2015-02-03  10:50:34.54   Info: DisplayVideo: Master Did not Load : \su2000
2015-02-03  10:50:34.54   Info: LoadVideo:  \ NOT found
2015-02-03  10:50:34.54   Info: DisplayVideo: Clone did not Load : \su2000
2015-02-03  10:50:37.91   Info: Saving game list: D:\휴식\Games\Arcade\MaLa174_001\MaLa174\All Games.mlg
2015-02-03  10:50:37.92   Info: Starte: Current Memory used: 304,244 K
2015-02-03  10:50:37.92   Info: Starte: Cancel any Display & Video Delay due to game start
2015-02-03  10:50:37.94   Info: Set dir: D:\휴식\Games\Arcade\Mame\
2015-02-03  10:50:37.94   Info: Starte:: Starting Game : kof2000 .Create process: mame.exe kof2000
2015-02-03  10:50:40.82   Info: Starte: Ending Game:  >>>>>>>>>>>>>>>>> Quit: 
2015-02-03  10:50:40.83   Info: Starte: Resfreshing hi score. Running D:\휴식\Games\Arcade\MaLa174_001\MaLa174\hi\hi.bat kof2000
2015-02-03  10:50:40.83   Info: Current Memory used: 304,276 K
2015-02-03  10:50:40.83   Info: Ended Game: Set back dir: D:\휴식\Games\Arcade\MaLa174_001\MaLa174\
2015-02-03  10:50:40.84   Info: Focus: Force main form into focus. ++++++++++++++Does it help?++++++++++++++++
2015-02-03  10:50:40.87   Info: FormActivate: 
2015-02-03  10:50:40.89   Info: Layout Video: Starting delay timer after game quit
2015-02-03  10:50:41.90   Info: LoadVideo:  \kof2000 NOT found
2015-02-03  10:50:41.90   Info: DisplayVideo: Master Did not Load : \kof2000
2015-02-03  10:50:41.90   Info: LoadVideo:  \ NOT found
2015-02-03  10:50:41.90   Info: DisplayVideo: Clone did not Load : \kof2000
2015-02-03  10:54:36.26   Info: popMainPopup:
2015-02-03  10:54:36.26   Info: BuildGameListMenu: Adding New Menu 1 All Games
2015-02-03  10:54:36.26   Info: BuildGameListMenu: Adding New Menu 2 Most Played Games
2015-02-03  10:54:37.46   Info: FormClose
2015-02-03  10:54:37.46   Info: FormClose: There are no active plugins to close.
2015-02-03  10:54:38.15   Info: FormClose: Video1 Window now Closed
2015-02-03  10:54:38.15   Info: FormClose: Video2 Window now Closed
2015-02-03  10:54:38.15   Info: FormClose: Muazc Not Playing
2015-02-03  10:54:38.15   Info: Writing params to ini file
2015-02-03  10:54:39.69   Info: Muzac: Saving Playlist from Memory to FILE : D:\휴식\Games\Arcade\MaLa174_001\MaLa174\mala.pls
2015-02-03  10:54:39.69   Info: Muzac: Saving Playlist. Number of Songs to save= 0
2015-02-03  10:54:39.81   Info: Screensaver: ScreenSaver Form Destroyed
2015-02-03  10:54:39.81   Info: FormClose: ShowTaskbar
2015-02-03  10:54:39.82   Info: Showing taskbar
2015-02-03  10:54:39.82   Info: Closing MaLa v1.74  [1.7.4.0]
2015-02-03  10:54:39.82   Info: ************************************************************************** 
2015-02-03  10:54:39.83   Info: ************************************************************************** 
2015-02-03  10:54:39.83   Info: FormActivate: 
, which, of course, honestly I don't understand. I just downloaded the rom file 
http://www.emuparadise.me/M.A.M.E._-_Multiple_Arcade_Machine_Emulator_ROMs/The_King_of_Fighters_2000/14044 for testing, and various bios files from somewhere which was called '1.57 bios pack' or something (I really don't know anything technical; I do remember that I needed that bios files when I used old MameUI so I just did the same thing here). 
My setting looks like this:

If someone needs more information, I'll upload it. I think this question seems way too basic in this forum, but couldn't find any better forum though.
Thanks.