Then that part looks fine for now... and the Neo Geo roms: are they (zipped) in the proper folder? I suppose so, because you can use gngeo to start games from the command prompt?
Do you get proper output from
/opt/gngeo/bin/gngeo --scandir <YourMapWithRoms>
But I already see a difference: you did the scandir command using /home/user/MyDocs/roms/, while you have set "roms /home/user/MyDocs/neogeo" in GnGeo-gui.
Now where did you put mslug2.zip? If it is in /home/user/MyDocs/roms, make sure the you have "roms /home/user/MyDocs/roms" instead of "roms /home/user/MyDocs/neogeo"