For the novices having problems with the roms, you're doing it wrong....
iMame4all is based on an old version of Mame (0.375b). You need to find the right versions of the roms as they change over time and so are (to a degree) specific to a version of Mame.
So either find the correct versions of the roms or create your own, for which you'd need; the current rom set, the rollback rom set, clrmame pro and the clrmame dat file for iMame4all. Google it if you need more info.
I'll help out a little more
To get them on your iPhone/iPod, download iExplorer, which is free, for Mac and PC. Open it with your device tethered via USB. Go into the Apps folder, find iMAME, then open the Documents folder. Drop something in there, then in the App, go to options and click rescan. You can experiment while the app is running, so you can add, scan, delete as much as you'd like.
Have fun, and be responsible
That said, I'm stunned by the ease of use, quality, speed, and price.