@tendo_nerd12 What Alex means is you can upload the ROMS via your network to your Pi. And he's right it's much easier to upload them via your network.

If you're on Windows in Windows Explorer add \\retropie\ in the directory bar and hit enter. Click on the roms folder and copy n paste the roms in the right console folder.

@seeker But, sorry, a noob question. I plug the USB with the roms (zipped), anyone in its folders, and when I turn on the Raspi, all the roms will be transferred to Retropie, isn't it? Well, I have to wait the yellow light stops blink. But, I waited near six hours :S and it continues blinking. I turnoff the raspberry. Is it normal? I'm really sorry to ask something so simple, but... I suppose I'm very clumsy. And I was looking for an answer, but nothing.
Thank you.

Then my best guess is that it just isn't compatible.

You could try it on an Ubuntu Live CD on your PC to see if it's a problem with Linux in general or the Raspberry Pi/Kernel. (You can use jstest-gtk to test it).

@cyperghost thank you. That solved it. I set a permanent automount point for my HDD, then deleted my existing roms folder as I had no plans to store any on the pi SD card. Symlinked to the folder and I was good to go!

@Al2017 you also have to copy the bios file to the USB drive.