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Description (updated 20/6/2010):
Roms go in sd://pandora/appdata/race. In the menu, use A to select a rom, B takes you to the options menu (which does not work). In game X is A, B is B and Y is select. see http://www.gp32x.com/board/index.php?/topic/54187-race-a-neo-geo-pocket-color-emulator for more info.