Need help with game EX please!

[Jeromebechaz]

Hey guys so I haven't posted on here in a while and my cap has just been sitting in my room for a long time so now it's time to finish it off.
I just downloaded game ex (the full version).

First question is. Is the best way to download mame through game ex, or to go to mame and download it separately.

Also, when I go to the website I use to get ROMS there are 2 files that it tells me to download, I only downloaded 1 of PAC man, put in in the ROMS folder and YAY.. It works,
But then I got nba jam, metal slug 6 and galaga, put them in the ROMS folder and when I clicked on them in game ex the loaded for about 2 seconds then pretty much just crashed and took me back to the previous page.

This seems like it would be a simple fix. All I need is a game ex expert!

(I will also post this on the game ex forum, but I thought I'd just widen my options)