okokok so I know nothing about MAME.

I have been into Original arcade machines for like ever but now I want to build my own using XBOX and MAME. The XBOX part I have under control, but I can't get my MAME to work. I am going to list here what I am doing and hope someone can point me in the right direction:
1. Download MAME .97 for windows cmd line
- extract to (C:\mame) directory
- put galaga rom (because I own Galaga machine) into roms folder in said directory
- then type C:\mame\mame.exe galaga
I get this error message that says unable to open keyboard device (error 32)
Then a huge list of files that can't be found. (all files in galaga.zip)
Then it says Error files are missing game cannot be run
Unable to close the keyboard device, (error 6).
And on top of that Mamewah just says no games found
If there is a data repository of all the mame I need to know please tell me. otherwise

PLEASE HELP ME!!!

Thanks guys and I'm sorry I'm such a MAMEn00b. peace
-=XD=-