ROM or ROMs are short for Read Only Memory. Basically read only memory taken from a game cartridge. You can download almost any game's ROM off the internet now a days. To be able to play a rom, you'll need to find a compatible emulator. A gameboy advance or nintendo ds emulator wouldn't play a super nintendo or nintendo 64 rom. Some roms like gameboy, gameboy color and gameboy advance can be played on the same emulator, but others need their own. Most roms are commercial and some consider them illegal while others don't and some people just don't give a crap. You'll probably notice a disclaimer on every rom website you visit saying "you need to delete this file within 24 hours if you don't own the actual game cartridge". Site owners feel safer using that disclaimer, thinking they can't be sued or be liable or whatever. There are 100% legal roms called public domain roms. These roms were created by emulation fans and programmers. They are released without a copyright and freely available on most legal rom sites. There are lots of rom sites on the internet. Most are free and some charge to get access to a premium section (fast download speeds, no download limit, more rom files). Then there are some sites who force users to vote for their site to be able to get access to their rom section. Of course, there are also sites that spread spyware! So it's very important to have a good antivirus, spyware and adware program (AVG, Kaspersky are two good ones) before downloading and playing roms or emulators. ROMs can also be downloaded from P2P networks or the famous bit torrent networks, where you can download full rom sets (every rom released for selective game consoles). Be extra careful when downloading from these sources! Like I mentioned above, you should always be running a good anti-virus program because some hackers like to add trojans and nasty viruses to the rom's zip folder.

Always stay away from premium / pay to download these rom sites. Super Nintendo, GBA, Nintendo DS, N64, Sega and most other roms can be downloaded for free! Just search google and save some cash. Also, some of those websites are fake and just leech other sites files so you would be paying to download other site's files that are available for free.