I suggest reading through twice and double checking to make sure it's dumped right. I would name the resulting CHD as "gauntleg15.chd". Don't worry about the next part saying how to recreate the image. There are various peole on the forums you could contact, Smitdogg, R.Belmont come off the top of my mind.
For the Security chip and the Vegas I/O, unless you have your own ROM dumping kit and are confident with it, it maybe best to contact a dev about dumping and shipment of the chips (make sure to use anti-static foam to put the chips onto and place the foam with chips into an anti-static bag and a padded envolope for best protection). As above, Smitdogg and R.Belmont are probably the best to talk to about it.
Hope this helps.
EDIT: To help further, I have pointed out the two chips needed if you weren't sure before.
[ATTACHED IMAGE - CLICK FOR FULL SIZE]
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On a quest for Digital 573 and Dancing Stage EuroMix 2