So I want to start playing arcade games on my PC, and I've known about MAME for years. So over the course of knowing about MAME, I've only been able to get one game running and that was Michael Jackson's Moonwalker. So now it's been a while since then, and I need help starting out with the emulator.

So here is what I've done so far. I've downloaded MAME (can't remember where), and it's 0166b, and I've got myself Puzzle Bobble. It wouldn't start because apparently it has missing ROM files or CHD files, so I thought I'd look with a Google search, and got confused reading some of the stuff, but managed to see that Neo-Geo games require the bios, which in directory terms is neogeo.zip, which I got a hold of and placed inside the ROM directory of MAME. So after that, I'd thought I'd try it again, and still nothing. Can someone help a noob out please, as MAME to me has been one of the most confusing emulators I've ever experienced. I know it'll be a good experience once I get used to it.