If the folder exists you should be fine. Roadmap will look for maps in /media/mmc1/roadmaps AND /media/mmc2/roadmaps. So either one will work.

As for downloading, The first time a map is downloaded from the osmgetbmap.php proxy, the proxy downloads the XML data from openstreetmaps.org and converts it to OSM binary format. You may just be waiting on the server to download and convert the tile. Once a tile has been downloaded, it is cached on the server so the next request for that tile will be much faster. On a DSL connection it took me less than 10 seconds to download the tile number in your screen shot and <45 seconds to get all tiles within 10km...

If you wait a minute or two and still see no progress, try running from xterm via-

$ getmaps_osm

and report back any errors...

Thanks,
kernelpanic