Mame32 is very easy to set up and with support for over 2300 different arcade games is one of my favourite programs ever
There are also a few online sites to download roms, trouble is they are very popular a private ftp server would probably be quicker and more dependable.
I found one of the Mortal Kombat romset (version 3) here - (just stuff the rom zip in the roms folder)
Agreed MAME is superb. If only just to play the old Atari Star Wars and Teenage Mutant Ninja Turtles.
Check out www.romshare.net / www.emuchina.net for MAME Roms.