Mucci's Guide
Mucci from RetroRoms website wrote a very comprehensive guide with pictures. It's available in PDF format for free here: http://www.mameguide.info/
The guide's index is below:
Introduction.........................................................4
The man behind this book........................................4
Thanks goes to..................................................5
Important Note..................................................5
Chapter 1: Environment...............................................6
Chapter 2: MAME......................................................8
Installing MAME (Windows).......................................8
Using MAME.....................................................20
Installing MAMEui (Windows)....................................34
Installing add-ons for MAMEui..................................44
Using MAMEui...................................................56
Installing MAME (Linux)........................................61
Using MAME (Linux).............................................65
Chapter 3: MESS.....................................................67
Installing MESS (Windows)......................................67
Using MESS (Windows)...........................................79
Installing MESSui (Windows)....................................89
Using MESSui (Windows).........................................95
Chapter 4: ROMs....................................................105
What are ROMs and their status?...............................105
Split vs merged vs non-merged ROMs............................107
What are CHD files?...........................................117
Download ROMs.................................................120
Download CHD from Retroroms.net...............................121
About the versions number.....................................141
Chapter 5: Other Tools.............................................142
Installing a front-end........................................142
Using a front-end.............................................150
Installing torrentzip.........................................153
Using torrentzip..............................................158
Installing torrent7zip........................................161
Using torrent7zip.............................................164
Chapter 6: ROM-Tools...............................................166
Dat-file XML-Structure........................................166
DFC- Dat-File-Creator by ARMAX................................170
Installing Dat-File-Creator DFC...............................171
Using Dat-File-Creator DFC....................................172
CLRMAME - Cool little ROM manipulation and management engine
by Roman Scherzer.............................................187
Installing CLRMAME............................................187
Using CLRMAMEPRO..............................................191
Chapter 7: Compiling MAME/MESS.....................................380
Compiling with full source code...............................380
Updating source with TortoiseGIT (GUI)........................399
Chapter 8: Appendix................................................412
Used web-sites and more.......................................412
Document History..............................................414