I copied in the following order:
5. ROMS (containing 30 roms in ZIP format)
I edited SYSTEM.CNF and 'Fix'ed the LBA at 12231 after I copied all 5 components. gamelist.txt contained the names of my ROMs in alphabetical order (I don't know if alphabetization matters). Heck , I don't even know if copying them in this order matters, but it worked for me. I must admit, after using PGEN and SNES emu's for PS2, I was more prepared for making a PS2MAME CDR.
I booted Gameshark2, started a game w/o codes, utilized my 'cog/knife' and BAM--30 MAME games to play. How sweet!
Thanks to all those who worked so hard for us 'laymen' to enjoy. Not to mention, my daughter.