So, I learned that I can go to, view the contents of a ROM zip file containing many MAME ROMS, choose a few that I like and download them individually. ROMS from non-merged ROM sets can be used stand-alone, because each zip contains all of the files needed to run that game. All MAME ROMs need to be played with the correct version of MAME. But this is what I have learned so far about it. I realize there are people here who are very knowledgeable about this.