While owning and distributing the itself is legal [28], downloading ROMs for games you do not own is generally considered a legal gray area or illegal depending on your local laws [12].
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Uploading: 45.2 MB/s.
Download a Non-Merged set for the MAME version you are using. Mame Roms Pack Download
Move Your Files: Place your downloaded ZIP files directly into the "roms" folder. Do not unzip them; MAME reads the files while they are compressed. While owning and distributing the itself is legal