if it says you are missing a ROM to RUN then the bios rom is wrong
you need two types of roms
1. the bios rom (this runs the machine)
2. some software/game roms
if you have a zip file called odyssey2 mess will see it but if the files inside the zip are wrong it wont run
the contents of the zip should look like this
once the emulated machine is running you need to load a cart this is done by pressing 'Scroll Lock' then TAB then select
'File Manager' and find your cart roms.