I'm new to this forum and my question is I downloaded a game (a rom) but I can't play it, any ideas on what should i do?

You're probably better off just buying the game

Lots (if not most) of games being shared won't work...they'll need a serial number/code &/or CD to run. Lots of program files (eg .exe & .zip) are infected, so be very careful when downloading these file types. Always make sure to keep your AV updated & scan downloaded files before you open them.
WARNING: Viruses on network you should be aware of!

Before you download a file, check it with Bitzi. If other users have rated the file, you'll get some idea of it's content & quality.
Bitzi Web Lookup