The RetroPie readme on ROM Management is here:
Prepare to spend a bunch of time here. You basically drop the ROMs for the appropriate emulator in its folder inside of RetroPie/roms/mame-*
Ah but whats the appropriate emulator? I'm still muddling through this but from what I've read so far, the community has upgraded rom sets over the years. MAME emulators in RetroPie support multiple ROM sets although you might not be able to download that specific set anymore. For example I've been using this site: http://edgeemu.net/browse-mame.htm to download a bunch of the image. They are romset 1.58 which if you notice is not used by RetroPie!
So as you read the Managing Roms page you'll see it recommends to use Clrmamepro to convert one version of a ROM to another. The instructions are on the page. Most confusing thing so far has been split vs merged. Merged ROMs will lump multiples into one zip file that may or may not give you all the versions of the game you want to play.
For example; If you download all the Galaga ROMs and do merged you'll get ONE Galaga game spit out in the output folder even though there are like 10 different ones (I like the fast shoot one). If you do split you'll get the 10 different ones spit out and you'll have to check the scanner output (Step 6) will tell you by each folder which ROMs you are missing.
Once it builds and scans without errors you put it in the appropriate emulator folder you are building for. I ended up with multiple MAME instances for different versions of ROMS. My trackball doesn't work for advmame-1.4 but does for mame4all.
If you need some motivation for games to download, THIS is pretty good:
How to get the thumbnails and metadata
All the cool screenies show the thumbnail and metadata in emulation station.
Make sure emulationstation is not running.
You can install background themes in Emulationstation. Everything you need is here: