For a lot of people - myself included - playing a game on an emulator is never quite the same. You need the proper display, keyboard, joystick and everything. The real vs. emulated is an argument that's been covered on this forum several times already, given he's just bought an A500 I'd guess he also wants to use the original hardware.
Yup, I thought that might be the case, but there was a chance the OP wasn't aware of UAE even though he knows what an ADF is. We've had more than a few people get frustrated with trying to get ADFs on to real Amigas, UAE is a hassle-free and inexpensive fix.