First I just download PSP MAME4ALL v4.9r2 Hires by TTYman - 16112007. I extracted the folder and in it there is another 4 folders, which I've listed below with what they have inside.
Folders: psp_mame4all_v4.9r2: folders: cfg, roms, data, hi, samples and Eboot.pbp
It also has document folders and two DAT File folders.
What do I do to get MAME working properly?
My next question is, I've gotten 3 Roms (Street Figther III, III-2 and III-third strike), when downloaded they are a WinRAR file. When I extract it it turns into a folder with the game name and 5 or more files inside.
How do I make it a working Rom?
I had this same problem with SFA3 for GBA, it was a WinRAR file which I tried to play with GBA emulator gpSP. It read on the screen but wouldn't play when I selected it. Instead it would send me back to the my XMB screen.
the key is to not use mame....mame sucks...end of story...what you need is Cps2 and Cps1
Cps1 is for games that were for arcade that later came out for PS1
CPs2 is for games that were for arcade that later came out for PS2
there will be some exceptions but each one of these emulators come with a converter that will convert the right corresponding rom into a cache file....you need both the rom and the cache file to get the game working...
SF3? I would suspect it would work with CPS2 but remember what I said, the converter that comes with CPS2 can identify which games will work with it so you should try to convert SF3...if it converts correctly then it will work...if it doesnt then it is most likely that it will work on CPS1