1. Find the ROM set for the game that you want to use. ROM sets of interest might be jojobanr1.zip, msh.zip, mshvsf.zip, mvsc.zip, sfa3.zip, xmcota.zip, xmvsf.zip, and so forth. ROM sites can be questionable: looking for "MAME (ROM_NAME)" usually helps me find better results.
2. Copy that ZIP file to the "roms" folder under the MAME folder. Make a back-up copy of this ZIP somewhere, just in case.
3. Create a subfolder in that roms folder with the same name as the ZIP you are working with and extract the files into that folder. (So you're using "xmcota.zip", you would create the folder "MAME\roms\xmcota" and put the files from the ZIP in there.)
4. For the purposes of this write-up, I will pretend that you chose JoJo's Bizarre Adventure. That uses the zips "jojoba.zip" and "jojobanr1.zip". The zip "jojoba.zip" contains the files we want to modify. You can easily follow along with this guide if you do that, or you can do your own thing and just keep track of the different things you're doing.

1. Open the ROM in that ROMs subfolder in PalMod by using PalMod's File options. If you're looking at files named "10", 50", "51", and so forth you can open them up using the PalMod's Load ROM by game : Capcom CPS3 option for that game. If you're looking at files named things like "something1.0", "something1.1", and so forth those are going to be the game SIMMs. You want to use PalMod's Load Directory option for that game. Since in our example we are using JojoBA.zip, we know that contains the relevant files "jojoba-simm5.4" and "jojoba-simm5.5". We tell PalMod to open that up using Load Directory : Jojo's : "HftF Characters (Normal: Japan Arcade, Regulation: Off)" menu option and then selecting the directory we extracted JojoBA.zip out to.
2. Go to the palette for the character that you want to create a preview for. For our example we will choose Jotaro. I'm choosing color "C" because I want to: you can choose anything.
   
3. Go to the Tools menu and select "Mapping Palette", "Map Selected Palette". This will generate a mapping palette compatible with the hardware for the currently loaded game in PalMod. (Jojo's, for example, expects RGB555 color differentation: that's not compatible with an RGB444 or RGB888-based mapping palette.) Our new mapping palette ensures that the sprite we capture later can be used effectively. Once you have loaded up the palette, the Palette View table should look pretty rainbowy.
   
   
4. Now go the File menu and select Patch Changes. This updates your ROM.
5. Don't exit PalMod! Keep it open and we're going do a little trick later.
6. If you're using that named subfolder under MAME\roms, move to the next step. If you didn't do that, you need to update the ZIP. Copy that changed ROM files ("jojoba-simm5.4" and "jojoba-simm5.5", which you easily notice via their updated Date Modified timestamps) into the game ZIP file ("jojoba.zip" for Jojo's in MAME) in the MAME roms folder. It is smarter to use the subfolder option: MAME automatically uses those updated files without you needing to update the ZIP.

1. Go to the MAME folder
2. Open up the MAME.ini file there
3. Change the value of "filter" (near the "OSD ACCELERATED VIDEO OPTIONS" comment) from 1 to 0.
4. Save that file: you're done with it forever now and never need to do this again.
5. (Note that if you do not turn off graphic filtering, MAME will extra distort colors and you will not get useful color matching.)

1. If you install the MAME Cheat engine, that will let you do very useful things like turning on Infinite Time and Infinite Energy.
2. Once the Cheat Engine is installed and the game is running in MAME, press TAB to get to the MAME menu options. Scroll down to Cheat Options and turn on anything that you want to use. Infinite Time is very useful.

1. Open up a command prompt
2. Change the current directory to the directory that MAME.exe is in. cd c:\MyEmulators\MAME or whatever.
3. In that command prompt, start Jojo's within MAME by running the exact command: MAME jojobanr1 If you're using some other game, replace "jojobanr1" with the "main" zip for the game you're using. The reason we use the command prompt here is that it lets us ignore the CRC32 checksum validation that MAME does.
4. Wait for the game to load.
5. You will get TWO informational dialogs before MAME lets you play the game. The first is the general system configuration information about the game you're about to play, and the second will be a warning along the lines of "One or more ROMs/disk images for this system are incorrect." since we did in fact modify the ROM with our color changes. You can ignore these dialogs. Note that if you try to directly run Jojo's from within MAME, as opposed to from the command line like we are doing, that it will not work. Running MAME from the command line tells MAME that we are a power user and are OK with the modified ROMs.
6. Press 5 to add credits. Press 1 to have you (player 1) join the game, and press 2 to have a dummy player 2 join the game.
7. For Player 1 select Jotaro color C by pressing the Space bar. It doesn't matter what Player 2 selects, just have them select something so we can get into the game.
8. Once the sprite you care about shows up, press F5 to pause. Since this is just for a quick demo, I'll use the Crouching sprite. Take a screenshot of this. For MAME, you take a screenshot using the F12 button. That will put it a screenshot in the "snap" folder and then in the subfolder there for your game. So in our example, we will find our screenshot in the folder "snap\jojobanr1". The reason we use the MAME screenshot is that this screenshot is actual-game-screen-sized, so the sprites are correctly sized:
   
9. If you're having trouble capturing exactly the right frame or having the right thing happen, MAME Save States are a super useful way to keep running specific scenarios over and over gain.
10. We are now done with MAME! But while we're here, let's look at some advanced features in MAME. Press F4 now.
    1. Pressing F4 takes us into the the special graphic options: the palette viewer, the tile viewer, and, if the game supports it, the map viewer.
    2. The palette viewer shows us all the palettes. Press "-" to zoom out so you can see all the palettes. Take a screenshot of this. While in the graphic viewer options, you can't use the F12 button, so instead use ALT+PRINT SCREEN to take a picture of the zoomed out palettes if you want to save it for later:
       .
       If you want to save a view of the palette (useful for figuring out what palette might be used on any particular screen view), your best bet is to use the PRINT SCREEN button and then access that screenshot from your Screenshots folder. Don't just paste it into MSPaint! MSPaint will dither the image and fuck it up. Using the screenshot from the Screenshots folder gives you the full fidelity image that you want/need.
    3. Usually the characters are towards the top half of the used palettes. The stage palettes are usually in the middle half. We'll get back to this below.
    4. Now press RETURN to get to the tile viewers. By default it starts in the 8x8 tile viewer. Zoom out using "-". Hold right arrow to switch the active palette used to draw the tiles: eventually you can see that this is the HUD section, more or less. Cool, let's move on.
    5. Press "]" to get to the 16x16 tile viewer. If we zoom out, we can see all the mathematically chopped up tiles that the game is using to draw the characters on screen. This is not generally useful unless you are either a masochist OR use a "tile reassembly" tool such as Yoshin22's Stitcher. Again you can change active palette used for the tiles using the left/right arrows.
    6. Press RETURN again to get back to the palette viewer. For some game systems that RETURN press in MAME would show you the Map: that is super super useful for stage captures. But we don't have it here in our example with Jojo's, so oh well: just remember that a Map viewer is available for some systems, so if you can find it it can be very helpful to capture background elements that are otherwise clipped. Highly highly recommended.
11. We're really done with MAME! Feel free to close it now.

1. Go to PalMod's Preview window. Drag and drop "0000.png" (or whatever screenshot you took that shows the sprite) from the MAME "snap\jojobanr1" subfolder onto the Preview window of PalMod. (Or you can use PalMod's Preview : File : Load Texture option, whatever is easier.)
   
   Note that this is clearly an imperfect import: there are game elements around the stage that are not part of that sprite. You can open up the PNG in Adobe Photoshop Elements or any quality image editor (don't use MSFT image tools) and clip out any elements that are showing up and that you don't want. Once you have done that, drag and drop the updated preview and then you will see only that sprite.
2. If you kept PalMod open like I told you to, press CTRL+Z (or Edit : Undo) to undo applying that Spectrum palette earlier and you'll see the original palette used in your preview.
   
   You can press CTRL+Y (or Edit : Redo) to reapply the mapping palette if you want to map the sprite again.
3. Either way, now to go to Preview :: File :: Export Image and export this image as an Indexed PNG (the first option).
4. That PNG can be viewed as anyone as a replacement preview if they have "PNG/GIF drops here are palettes" turned off. Or you can export it as a RAW, where it will always be used a preview.

Woot! If everything checks out here, consider submitting that indexed PNG to the PalMod team for integration so that others can benefit from your work.

Advanced Tactics and Tips

• Use PalMod's built-in Mapping Palettes tool. That ensures that the color table is compatible with that game's color support.
• You can take all the beautiful screenshots in MAME that you want and then combine the relevant sprite areas together in your favorite imaging editor. Once you're done, just drop that onto PalMod and we'll isolate out and index the sprites. If you're getting noise/garbage beyond the sprite, either use a different mapping palette with less color collisions or trim out those areas from your screencaps.
• This works for layered palettes such as stages or the two part Select/Winning palettes. That's why there's 10 mapping palettes. You just need to use a new mapping palette every 256 colors.
• PalMod only indexes the RGB PNG at the time you drag and drop it, so if you change which palette you're looking at you should drag and drop that RGB PNG back onto PalMod so that we rescan it for the current color matches.
• Once you have a mapping palette and generate a preview that works with that, you can use Palmod's File : Export Image and select another button color if they exist (such as Start) for that character to see how it looks like with "real" colors if you don't have the real colors immediately handy.
• You can stash extra data in your RGB PNG. If it references palettes 1 and 2 and those palettes don't contain any same colors, it'll load just palette 1 for palette 1, and just palette 2 for palette 2. Then you can export it back out (as indexed or RGB) and you'll get just the palette set that you wanted. Here's an example of PalMod just filtered out colors of the active palette:
  
• This works great for stages too. When I was working with Balrog stages for ST, I was using 12 mapping palettes at one time, and then let PalMod delayer the screenshot back for into a layer for each of the 12 palettes.
  
• Avoid Microsoft image editing tools: they randomly dither colors which will fuck up the image. Spend the $100 on Adobe Photoshop Elements: it's worth it.