MAME problems

[TNTrulez]

I am new to MAME. I have been trying to get it to work for Super Puzzle Fighter 2 Turbo (japan version) for about 2 hours now. It won't work. I downloaded the original MAME(Dos) and also the Win32 version. None of them would work with that game. The emulator itself wouldn't even detect the game. I don't know what to do. Help.