> Now it brings up this pretty multi-color GUI window. No matter what I click in that > window, it always an error complaining about "no ROM found". Help??
Well, you do have ROMs, don't you? https://www.mamedev.org/roms/ You're supposed to download the ZIP files, and put those ZIP files in the "roms" directory of your MAME folder in order to play them. Have you done that?
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