Pure laziness (like posting instead of using the resources already available in this forum) should not be rewarded by an answer. But since I'm such a nice guy, I'll do it anyway:
1. The roms should be ftp'ed to a folder called ROMS in your Surreal64 directory.
2. Your ROM and Media path in surral.ini should be edited to reflect your directory structure. For example, my surreal.ini says:
Rom Path=F:\emulators\Surreal64\Roms\
Media Path=F:\emulators\Surreal64\Media\
As far as I know, it's not necessary to change a single letter in the ultra.ini.
Good luck!