the extension ist just 'bin'.
the options will do the following with the rom file: romname
send rom extension
adds the extension to the rom file name: romname.bin
send full rom path
adds the full path to the rom file name: eg c:\roms\romname.bin
quote rom path
adds quotes to the rom file/path name: eg "c:\roms\romname.bin"
after setting up the emulator you have to refresh the main game list. there are two ways to do this.
1. open the mala menu (default key is '5') and choose 'refresh main game list' from the gamelist menu.
2. click with your right mouse button on mala to open a popup menu and choose 'refresh main game list'.
then you should see all the roms.