To ease the pain of having to install different emulators one by one, you might want to try out Emulators Easy Installer by PSP homebrew developer Mahfood1990. What it does, as you would expect, is install multiple emulators at once.

Instructions are easy to follow, and this convenient app allows you to specify which firmware you've got so it can place the emulators in the right folders. As for BIOS files, just leave them in the same directory as the installer and they'll be installed. Just make sure to tag them with these file names:

* GBA BIOS named "gba_bios.bin"
* NEO GEO BIOS named "neogeo.zip"
* NEO GEO CD BIOS named "NeoCD.bin"

The download is already loaded with various emulators. Just follow instructions and you're good to go.