BIOS
SSF does not require that you have a copy of the original Sega Saturn BIOS on your computer. Downloading the Saturn BIOS and placing it in the SSF folder on your computer will allow you to run more Sega Saturn titles, however, so you should probably track it down. To have a copy of the Saturn BIOS legally stored on your computer, you must own an original Sega Saturn system.
Controller Settings
SSF Tribute Neo recommends that SSF users utilize the following default controller settings: The up arrow for up, the down arrow for down, the left arrow for left, the right arrow for right, z for the A button, x for the B button, c for the C button, s for the X button, d for the Y button, f for the Z button, a for the L button, g for the R button and Enter for the Start button.
CD Settings
To avoid damaging your valuable Sega Saturn disks and to increase the speed at which SSF runs, download and install a program such as Alcohol 120 that allows you to rip ISO images and mount them using a virtual CD drive. In the SSF Options menu, set the default CD drive SSF uses to this virtual drive.
Bilinear Filtering
The bilinear filtering option helps to improve graphical smoothness in SSF. While it does not matter as much if you do have "Enforce Aspect Ratio" option enabled and are not running the program in windowed mode, if you intend to do either of these, you should probably select this feature.