Go to
http://www.romcenter.com/ and download it.
You cannot simply throw the ROM zips into a directory and expect them to work.
Mame ROMS usually rely on the presence of other ROMS located in other zips which must be present. Since the Xbox has limited memory it cannot maintain a complete list of all the available ROM files and then unpack and repack them as needed (which the PC often does).
You'll need to MERGE your rom "families" together using ROMCENTER or CLMAME. Your NeoGeo rom zips should also individually include the NeoGeo master roms themselves (which is what I did).
While this creates larger ZIP files, you'll end up with less of them.
I.E. you'll end up with one zip that actually contains all the rom components for 8-20 games. Mame will still figure out what's in the zip and least each game seperately.
Ideally you should test your ROMS out on a PC version of Mame, to be sure you have everything in the individual zip files.
Once done, use STOMP to burn a DATA disk. DO NOT utilize one of the XBOX ISO generators. For some reason using one, screws up MameX.
If you have the entire mame archive you can place all but the largest 10-18 or so onto a DVD-R along with the MameX executables.
Almost all will play perfectly.
Remember that you'll need to switch to the NeoGeo MameX version before attempting to start up NeoGeo games, using the controller "switch" sequence (view the readmes for MameX).
Study RomCenter a little. It is very easy to use, but a bit difficult for the newbie to understand. The Romcenter help files provide complete explanations... (Remember for next time; GOOGLE IS YOUR FRIEND!)
