NeoRageX is pretty easy. If you've got the package (probably around 2.5gb) with everything, just unRar it into an easy to find directory. From their send a shortcut of the NeoRageX executable to your desktop, and you should be able to just double-click it fire it up. If you've got the latest package, all the directories and what not will be set up, and all the useable files will already be in place. You simply have to configure the options after you fire the emulator up.
The USB to PSX adapter is a simple USB adapter that you can get from Radio shack for like $10 or so. With it you can plug in any Playstation (PSX, PSOne, or PS2) controller into your PC. I find this is a better alternative to most PC Gamepads (except for the wired XB360 controller as it is completely plug 'n' play). After that, you have a fully functional dual analog controller for the PC.
If you've got the lastest XP/NT/2000 compatible version (5.0 I believe), the UI of the Emulator should look like this:
The greatest thing about this Emulator is that it is 100% with the Neo Geo/SNK/Playmore arcade games, and it doesn't take a beefy system to run. If you have any specific questions, feel free to ask and I'll try to answer them.
It doesn't matter if you agree or disagree
... As long as I don't bore you and I spark a moment of thought, my goal is achieved
Queng leon queng tigre ecu tacacut, queca pa? - Pampangan Mandarigma Motto