ok, first: please don't ask about illegal copies of games and how to burn them here. Its not allowed, and this is the wrong site for you if thats what you're interested in.
HOWEVER: I will be more than happy to let you know how to play SNES, NES, Master System, Arcade and NEO GEO games along with others, and how to watch VCD movies.
GypPlay is a multi format video player; if you have any VCDs you can use the .DAT (ie the actual films) really easily with GypPlay; just follow the instructions provided with it, and use the Utopia boot disk (available in the needed tools section) to do this.
A better option is to get yourself a self booting kit; theres plenty available that don't require you to have any knowledge of DOS to use; go to
http://www.consolevision.com to get one; I personally recommend Discostu55555's one, but I don't think it works with GypPlay - use Burner0's for this. Folow the instructions provided with it and you'll end up with a self booting movie player - Please note you *will* have to have a copy of GypPlay on *every* CD with movies you want to watch, and DivX is *not* supported.
Now for the games;
The following is a list of current emulators, all of which you can download from this site, and a brief description of each. You can again use the self boot kit you downloaded to make each of these Emulators on one disk with all of your games on it as well; check some of the other posts in this forum for more detailed instruction.
DreamSNES - plays SNES games at about 70% speed - with sound turned off in the options menu this will be about 90%
SMEG - plays MasterSystem games perfectly. Damn fine Emu.
UNester / Nester / FRNES - all play NES games; I believe FRNES is the fastest and most compatible of them all.
MAMEDC - plays some old arcade games, and is quite slow on the whole, but still very nice. It will also play some smaller NEO GEO games. There are compatibility lists available if you want to know what it can play. Your best bet for burning this is to use the self boot kit provided with the plain files 'packs' releases from their homepage.
QuakeDC - a port of Quake 1. Very nice - only 'problem' is no multiplayer.
DoomDC - a port of Doom. Only problem, you can't change weapons without a keyboard, but I believe this is fixed for the next release so you may want to wait for that.
DreamSPEC - Spectrum Emulator - plays spectrum games and comes with about 200 included; you *will* need a seperate VMU to play it, as it will mess with / delete any files on your VMU if its plugged in when you load it. Your best bet is to just get the NERO image for this one.
NeoPocottDC - NEO GEO pocket EMulator. Not great compatibility, but nice if you're a fan of the NEO GEO Pocket.
Boob!Boy - Gameboy emu - no GBC / GBA support, and no saving- I think theres also some probs with sound, but if you're *desperate* to play Tetris...
DreamMSX - MSX emulator. Probably best known for its support of the original Metal Gear. AFAIK this emulator has *perfect* emulation.
Theres probably others that slipped my mind, but those should *easily* do you for the time being...