could be your roms are bad (make sure there unzipped, heh), if not, you should probably redownload YAME somewhere else and start fresh, YAME's directory should make no difference i believe.
as for mapping the buttons if u havent already figured it out (probably have

)
in the input 1 settings, there are two rows of 3 blocks
the bottom three should go
1=blank 2=mailbutton 3=homebutton
then the very bottom there are two blocks for select and start, you can ignore the rest exept for the keypad which should be obvious.
also I suggest using the scroll/record button for saving/loading states on the input2 panel, this should help even out the difficulty playing on the axim.