1.- Download gngeo 0.7beta14 and rage2x and install both of them on the same directory.
2.- If you cannot rip the bios from your neogeo, search and download neogeo.zip from any mame repository. Even the neogeo.zip for Mame4all works. Unzip neogeo.zip in the 'roms' directory
3.- Optional but really advisable is searching and downloading the universe bios (unibios) It is not official, but do not worry because you can use it since you own a Neogeo. Again, unzip the files in the 'roms' directory.
4.- If you cannot rip your original games, search and download neogeo games from the mame repositories. DO NOT USE NeoRageX repositories, these roms do not work in gngeo without a little modification. Use the same roms that you'll use in Mame.
5.- Put roms in the 'roms' directory in zip and do not change their name.
6.- Execute rage2x.gpe and enjoy. Probably, the first time you'll have to activate the sound in the Rage2x options (press select, change and save options)