Couple of other things to check.   Open Nebula.   Click on Emulation, Rom Directories...   You get a box that tells Nebula where your roms are. Make sure the first one says "roms" (without the double-quotes). Click on Close.   Make sure your folders are set up something like this:   C:\Nebula\Nebula.exe C:\Nebula\roms\neogeo.zip C:\Nebula\roms\mslug.zip   Any more roms that you get, leave them zipped and in the Roms folder, just like the ones above.   Then, do what iq_132 said.   The only reason it won't show up after all that, would be because your mslug.zip hasn't got the right files. If you make sure you have one suitable for MAME, then it will work in Nebula as well.   Hope that works for you.