Ok, maybe I should walk you through the steps I took.
Downloaded mala and the mame exe file (mame0123s.exe), along with history and controls.
I put the mame executable in C;\mame, and executed it, putting a bunch o' folders and files in the C:\mame directory along with the .exe file.
I opened up the mala program, and it told me I was doing this for the first time, and then I typed in the name of the ''Arcade system'' (Apollo Arcade), and wrote where my mame executable was (C:\mame\mame0123.exe)
And had mala maek a Rom info file.
I downloaded galaga.zip (rom file) and put it in a new folder I created in C:\mame, called roms. I made that folder the Rom path for mala
I went to additional (in the mame Config in mala) and assigned the history.dat and controls.ini locations, and then pressed ok. I refreshed my game list. It told me I diddnt have any games, and asked me to refresh main game list. I said yes, and it took me to a nearly blank screen with a moon /space design with the words ''Apollo Arcade'' on top, and no games to choose from. I also cant leave the screen, when I press ESC, It says ''Quit?'', with no easy way of doing so.
Help!
(oh, and the missing files thing was my mistake. I forgot to link up the mame.exe)