System ate my previous answer so in short:

MyDocs is case sensitive in paths.

Game roms must be in zip, eg. mslug.zip.

Neogeo.zip (bios rom) should be unzipped into a separate directory. If the version you found doesn't have a file called sfix.sfx and has instead sfix.sfix with extra "i", make a copy of sfix.sfix and rename this to sfix.sfx.