Why when I try to open a rom, windows want to know where the file came from? How can I get a rom that works ?

Answer 1

if you're trying to just double click the rom then you need to select the program you want to open it with so it associates it with that prog. Also check the extension and make sure its the same as the others you have used.

Answer 2

Not only is this illegal, but wait until you open one with a virus in it. Just get the console and game somewhere.

Answer 3

Do you have a proper emulator?

If it's an arcade game, you need MAME...
If it's a C64 rom, you need C64S...
If it's NES, you need Nesticle...

etc, etc.