Ok read your docs first off.... but since you been extremely polite I'll answer specifically just this once.  
(For the record I have a slight sleeping disorder, so no I pretty much don't sleep. 

 )
1.  Name it background.mp3.... put it in the folder of the theme you are using.  As of the last build, there are a few glitches with this feature, so ignore them.  
2.  Togglesnap has to be turned on in the frontend.ini... your title images need to be in a folder named "titles"  consult your documentation for the names folders need to be.  
3.  Place them in a folder called "vids" in the same root folder as the "snap" folder (i.e c:\mame\snap and c:\mame\vids)  Using the skinner turn on previews for the snap element.  Again, consult your documentation... it's all in there.