This is a 'How-To' that I sent to another forum member some time ago. It was ment for the previous version of MAME_Tunes (so it may be a little dated), but it should help get you started (I'm working on revising it, but now that you have MAME built, I thought it might help you...)
Launch MAME Tunes, and go to the Application Menu (That's the 'MAME_Tunes' menu to the left of 'File'), and select 'Preferences...'
The Preferences window has several buttons across the top. Select the 'MAME' button, and set the path to the MAME application by using the 'Select' button next to the 'SDLMAME' field (in my case it looks like this - /Applications/sdlmame0135u2/mame ).
Now, you'll also need to set the path to your ROMs folder, as well as other support files.
This is where it can get a bit tricky.
As a matter of personal preference, I keep my ROM Sets, Screenshots, Titles, and other support files in a separate folder called 'MAME Support Files', to avoid accidentally deleting files when SDLMAME gets updated (which is about every week or two, on average). Set your path(s) accordingly.
Now select the 'Setup' button.
Export the MAME ROM list (save the resulting file to the SDLMAME folder, as the next time you update SDLMAME, you'll need to export a new list).
Once the export is complete, Import the list (personally, I believe the position of the buttons should be reversed, but that's a minor cosmetic issue...).
Don't worry about importing MAME List JP, unless you want Japanese characters for japanese games.
At this point, quit MAME_Tunes, and relaunch it. This will save your changes. I've noticed that there is a (minor) bug in MAME_Tunes that can produce an error during quitting, resulting in a loss of changes to the application. Quitting between major setup operations can minimize these problems.
(*Note - This problem seems to be resolved in the latest version)
Now, you'll want to audit your ROMs. In the Preferences window (or under the 'Setup' menu) export the Audit Status. Again, save the file to the SDLMAME folder).
This will bring up the Terminal to run the audit. This is yet another minor, cosmetic bug (MAME_Tunes is not perfect, but it gets the job done). When the audit is done (you'll see a standard terminal prompt once the operation is done... It can take a few minutes), import the audit results.
Quit and relaunch MAME_Tunes again, and update the file status (again from either the Preferences window, or the 'Setup' menu). Quit and relaunch one more time, and we're just about ready to go.
Close the Preferences window (if it's open), and take a look at the game list.
I should point out that most of what I'm going to tell you from here on out is optional, but this is how I have my system set up...
Under the 'View' menu,under 'Column' select/put a check next to -
Games you are missing will show up in the list, but will be grayed out. If you wish to only see the games you have, select 'Available ROMS' from the 'ROMS' section of the 'View menu.
Notice the 'AuditStatus' column on your Game List. If a game is listed as 'Bad' this means that one or more of the ROMs in that set are missing or incorrect. (Other statuses are 'Good' or 'Best Available'.
Right-Click (or Option-Click) on the game in question, and select 'information' from the pop-up menu (also available via the 'i' button, or under the 'View' menu).
Click the 'Audit' button to see a report for the selected game.
Double-click on a game to start it, press 'esc' to exit to MAME_Tunes.
This should get you going. If you need more help, please feel free to ask either as a Private Message, or start a new thread on the SDLMAME board.
One thing to keep in mind - We're not allowed to ask or tell about ROM Sites on the main board(s) (Legal issues).