I just got my MAME machine up and running and I tried getting a version of mame and then downloading games for it. I found that it was not worth the hassle so I just did what Zing suggested and got a torrent with all the games. I then spent a few hours deleting games, mostly mahjong and any games that my computer wouldn't run.

After that I downloaded a free front end so that I wouldn't have to use the MAME interface any longer.

I love the setup I have going now.