Upon double clicking it, you should see the Command window pop open going through tons of little processes. Make sure you double click the executable. Note that the neogeo file is still compressed, as is the ROM file. The below picture is what your file list should resemble before a conversion. For the sake of this tutorial, I will be using a Metal Slug file to demonstrate. Once again, a quick Google should yield positive results. I can also not link to the BIOS file here. Without this file, you can not begin the converting process. The zip file will be labeled neogeo, and the BIOS files will be a list of items that will be of no use to you in an unzipped format. That method is outlined in the readme included with the download, and I will not be explaining it here. The other way requires the use of the command line though.
A quick Google should find you a large repository of these games. Any game that works with MAME will work with NeoDS after conversion. There are two things that should be known prior to trying to convert.
