Sounds like you got old version before for Mame but still should of worked fine
For console emulation I would be looking at
ZSNES or SNES9X for Super Nintendo www.zsnes.com or www.snes9x.com/
PJ64 for Nintendo 64 http://www.pj64-emu.com/
Dolphin for GameCube and Wii www.dolphin-emulator.com/
Kega Fusion for Megadrive/Genesis - 32X - Sega/Mega CD - Sega/Mega CD-32X - Mastersystem - GameGear http://www.eidolons-inn.net/tiki-index.php?page=Kega
SSF for Sega Saturn http://www7a.biglobe.ne.jp/~phantasy/ssf/ <- it's a jap site but I have a guide up for this if needs be
NullDC for Sega Dreamcast http://code.google.com/p/nulldc/ <- I have a more up to date version I will dig out if you want it, built from the very last sorce code released and that they didn't release an officially windows build from it)
CPS3 emulator for Capcom System 3 arcade emulation http://nebula.emulatronia.com/
Magic Engine for Turbo Grafx is the best one but it's not free http://www.magicengine.com/
Hu-Go! for Turbo Grafx is a good free one http://www.zeograd.com/ still not as good as Magic Engine
Final Burn Alpha for NeoGeo CD games - you already have it , Nebula also has Neo-Geo CD support, it's the same site that I linked for CPS3 emulation
P.S. don't do anything with the zipped config, leave it as it is.