RetroPie doesn't include a 3DS emulators, so creating a special folder for 3DS games will not be enough. If you want to add a new system/emulator to RetroPie, see https://retropie.org.uk/docs/Add-a-New-System-in-EmulationStation/.

As for downloading games - see Rule #1 of the forum.

@mitu Thank you! That was exactly what I was looking for!

ROMs are not included. Did you check the documentation for that game and install the correct ROM?

https://retropie.org.uk/docs/Cannonball/

@mitu Just did it.
Everything went smooth as we discussed it above.
From the SD's roms folder I only deleted the actual ROMs not the folders.

So far I didn't notice any performance hit nor any decrease. All the same as it seems. I'll let you know in case that impression should change.

One more thing about backup: Since the configs share is not being transferred to the USB stick (unfortunately) I want to stress the importance to (at least) backup this one manually and frequently ;-)

With advmame on a PC (and I assume you are on a PC..the rasp pi is NOT going to run area51 no matter how hard you try.) The chds have to be placed in it's own directory..at least by default.

/home/user/.advance/image/kinst/kinst.chd for example

place the chd in /home/user/.advance/image/area51/ so it's full path is
/home/user/.advance/image/area51/area51.chd to the chd

make folders if needed...

So what i mean is

Open your advance folder Make a folder named image if one is not there Make sure your folder is name the SAME name as your chd file (without the .chd extension of course.) Place your chd file into the folder area51
(as mediamogul has said) Now place that folder into the media folder

so now your chd is at /.advance/image/area51/area51.chd

Now try to load the game

You can always download the games already in pbp format. Saved me a bunch of time that way. I found just about every american release already premade.

@spykypie do you mean .7z? if so, you need to extract with a zip program (eg http://www.7-zip.org/download.html) - the files within hopefully are compatible types :)

@sonicsheppard You can remove the noexec flag by editing /etc/usbmount/usbmount.conf and removing the noexec parameter. Save and reboot.

@kmssd ok. I got it. I should have remembered that.