If you followed my previous MAME post you have Galaga up and running. MAMEUIFX also has several tabs on the right side of the screen that when clicked show images of a snapshot of the game in progress, the sales flyer for the game, the arcade cabinet, etc. These images are .png files (all with the same filename) that are saved to various folders in the MAME installation folder. So again using Galaga as an example, click the links below and download these image files into the associated MAME folders.
Save the Snapshot to the folder "snap"
Save the Flyer to the folder "flyers"
Save the Cabinet to the folder "cabinets"
Save the Marquee to the folder "marquees"
Save the Title to the folder "titles"
Save the Control Panel to the folder "cpanel"
Save the PCB to the folder "pcb"
