It is in the emulator list, arcade>MAME, but as nullPointer mentioned, this is NOT the preffered method for running MAME in GameEx. That section is more ideally suited for consoles etc. nullPointer's third link (scroll down) is the preferred integrated method, and gives you access to the extra support features for MAME that GameEx offers. This is where you will set your paths, d:\emulators\mame64 in your particular case, and as you keep going you'll see where to set your paths to the other directories you mention. I would recommend getting your basic mame games working before venturing into the chds, and when you do, pick the ones you are interested in, as so many do not work in a playable state. They go in the roms folder too, but require some additinal directory structure. unclet sums it up in this post