* Lots of ROMs are supported, but not all of them. If you don't see the ROM in the list in the emulator, then support for that ROM isn't included. This is to keep the size of the emulator low enough to run effectively on the Wii. A list of all the ones that are can be found here: http://www.toadking.com/wiimame-0.3.1.txt
* Just because a ROM is supported does not mean it will run. Even games for early boards like CPS-1 can fail to run due to RAM limitations. If the emulator suddenly kicks you out to the Homebrew Channel, look in the MAME folder (sd:/mame/) for a file called errors.txt. If it says something about failing to allocate space, then odds are the ROM can't run on the Wii. The emulator might also crash outright and leave you with a code dump if RAM runs out.