Uhm, what exactly is the question? Are you having problems getting the ROM's you've downloaded to run? They go in the MAME/ROMS directory, leave them zipped.
Are you getting errors about missing or corrupt files and such? You are using the wrong versions of them.
Grab ClrMAMEPro.
Install it somewhere.
Copy the clrmame.dat file that comes w/ the MAME files for your SCDS2 to the directory you installed ClrMAMEPro to.
Make a directory for your downloaded ROM files (again leave them zipped) and a directory for the output files.
Put your downloaded ROM files in the directory you created for them.
Run ClrMAMEPro.
Click the Add DAT files button and select the clrmame.dat file.
Click the Load/Update icon.
Select Default.
Click Rebuilder.
Set the source to the directory for the downloaded ROM files.
Set the destination to the directory for the output files.
Click rebuild.
Go find something to do while it process your ROM files.
Drop the files from the output directory into the MAME/ROMS directory on your SD.