http://drkupo.spymac.net/MetalSlug5.rar

Download that. Unrar it. Open the MetalSlug5 folder. Drag mslug5nd.zip into mame.exe.

Press 5 to insert coins and 1 to play.

Push tab then select input this game, and press enter. Scroll down to the control you want to change and press enter and type in the key you want it to be to change your controls.

Enjoy.