Board rules don't allow discussion of specifics (or even the questions). I can tell you that you need version 0.37b5 a.k.a MAME4all ROMs, the same ones used on the GP2X / Wiz. Once you have them, the instructions are:
Run (MAME4all) once to create the necessary directories in appdata, them copy your zipped ROMs to the "roms" subdirectory.
It would probably be best to send him a PM yourself and not to discuss the illegal acquisition of roms on this board. There are certain government officials who have a keen eye for these types of conversations.