Yep, it's problematic.
I have to actually find those roms in that ROM folder from within that confusing menu at the start where it tells you "Select File" (The Rom) and find it from within my system but I guess I just suck at using this menu, not use to this at all xD
Oh well, I'll do my best to try and get this done! I really want to play!
And yeah, my PokeMMO Folder was already on my desktop while trying to figure this out :P
Edit: I've got it figured out now. I was using the wrong ROMs