Quite easy to do in C#. You can get yourself a copy of Visual Studio Express and write a simple program to do this.
Eg.
private void Form1_Load(object sender, EventArgs e)
{
string[] lineArray = File.ReadAllLines(Path.Combine(Application.StartupPath, "mame_d248_5474_games.txt"));
foreach (string lineString in lineArray)
{
string fileName = String.Format("{0}.png", lineString);
string sourcePath = Path.Combine(@"C:\MySourceFolder", fileName);
string destPath = Path.Combine(@"C:\MyDestFolder", fileName);
if(File.Exists(sourcePath))
File.Copy(sourcePath, destPath, true);
}
}