STEMALO,
This problem is not related to mGalaxy...but to Mame itself.
You have to config Mame to accept other folders than the default "roms" folder (the one residing at the same level that Mame itself).
You achieve this by editing the "mame.ini" file.
If you don't have such a file...or don't know how to proceed, please follow those steps:
1 - Download the file attached to this post ("create_mame_ini.bat ") and place it at the same level that your "mame.exe" application.
2 - Run it by double-clicking
3 - It has now created a new file called "mame.ini" containing all the default setting of mame
4 - Open (edit) this file "mame.ini" and look at this line (in the very beginning):
#
# CORE SEARCH PATH OPTIONS
#
rompath roms
5 - You just have now to add to the right of "roms" a semicolon followed by the link where your other roms reside. Example:
#
# CORE SEARCH PATH OPTIONS
#
rompath roms;C:\test\roms
And Voila! ...hope that it will help