The only problem I see with what you are wanting to do is that the MAME menus themselves in GameEx. The MultiPlayer Simultaneous or Four Player, Horizontal, Vertical, etc. are preset categories that draw from the game data to determine their category. If you choose to use Custom Menus, the only option I could see possible would be to setup MAME for each category you are wanting to use for your files (as a separate emulator), placing those ROM files in a separate directory based upon those categories and setting the path accordingly. (this is where GameEx gurus can chime in and tell me if I am wrong or if they know of a simpler way). There is no user guide or help guide. I have started a thread here with some information that might get you going in the right direction if you decide on this option.