When using Retropie
Put the retroarch borders here:
/opt/retropie/configs/all/retroarch/overlay

for libretro versions of mame use the retroarch borders

For full Mame on other systems and advmame on RetroPie use the mame borders inside the mame artwork folder
 

Sega M2 Emulator
Put the scripts in the scripts folder
Keep the images in the main folder with the exe
