1) Unzip MAME (if you haven't already) into a folder, eg c:\mame
2) Bung your roms in the \mame\roms folder
3) Bung your screenshots (if you have any) in the \mame\snap folder
4) Run the MAMEWAH download, and unzip to a folder (My Documents or Desktop will do)
5) Run 'setup.exe' from whereever you unzipped to in step 2)
6) Just follow the on-screen instructions until the installation finishes
7) Run MAMEWAH

Go into Emulator Settings > Exectution Settings and enter the 'Emulator Executable' (eg 'c:\mame\mame.exe')
9) If you used my suggested 'standard' rom and snap paths, these will be automatically setup (ie 'ROM Path' and 'Artwork #1 Path'), otherwise you'll need to enter these
10) Go into Games List Options and hit 'Refresh Games List'
In case you don't know to navigate MAMEWAH use cursors, and 1 to select, 2 to bring up / back out of the options menu.
Next you will probably want to setup MAME...go into a command prompt and do this (assuming MAME is in c:\mame):
c:
cd\mame
mame -cc
Then you can edit the generated mame.ini file using Notepad or similar, to setup MAME as you wish.
I think that's it
