Can someone help me on how to set up mame 32 on PC and I want to get cruisin by it says it needs neo geo bios

You're getting that error, because you are trying to play a Neo Geo based rom game, it needs the appropriate bios as well, to run the game. First you will need to locate a neo geo bios, it's usually in a zip format. Then all you do is drop it into your roms folder (unzipped). Mame32 will know what to do automatically after that.