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.

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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.