Well why can't I just download from this site
http://www.rom-world.com/dl.php?name=MAME are they the ROMs images for the classic games I want to have in the MAME.
I've found that some of the ROM files I've downloaded from Rom-World don't always work with the newest version of MAME.
What do you mean USB inside coin door?
It is very easy to buy an external USB hub that connects to your computer. You can mount it inside your coin door so you don't have to pull the game out to just to access the computer inside. It's even easier to just get a USB cable that plugs into the computer and you can plug your jump drive into the other end. Then you can just have that cable sitting where you can get to it easily.
This is not easy as we thought, and all 3 of us are starting to think this MAME thing is confusing.
MAME is actually VERY easy if you:
a) buy the roms and compatible MAME program as a complete set
http://www.mamedvds.com/
b) have a HD on your computer big enough to hold it all and a processor that can run it (Either Pentium should be fine)
c) have an IPAC or similar for your control panel to interface with your computer
http://www.ultimarc.com/ipac1.html
d) can figure out how to hook it up.
Of course, if you want to do auto-boot into MAME, custom front end programs, etc, then you'll need to do some research.
This really isn't the best place to find out how to build MAME. You should really go ask at
ArcadeControls. They can answer any question you might have about building a MAME, but you can't ask about ROMs over there, so don't....