I suggest you have a good read of the MAME website, and download the latest version which will run with your PC and Win2000. If there are issues with particular versions of MAME, then mame.net should probably be your primary source of information about that. Download a pre-compiled version (binary), not the source code.
I also suggest you ignore the previous post suggesting MAME should run on a PPC Amiga. I expect it will run much more successfully on your PC.
The MAME site also has a FAQ and a forum, which would probably be a more helpful source than here. You should also be aware of the issues of legality regarding those ROMs, as many are pirated.
edit- Sorry, probably better just get the one Tomas suggested. The GUI should be helpful. He posted just before me.