Instructions
Download the NeoGeo BIOS from the FantasyAnime website.
Go to the folder in which you saved the file.
Click the file, select "Edit" and then click "Move to Folder." You must place the file in the "ROMS" folder in the MAME directory, but you do not need to unzip the BIOS file.
Open MAME to test the BIOS file. Double-click a NeoGeo game that you wish to play in MAME. If it works, the installation was successful.