Does anyone know where I can find downloads for the first two metal gears. I tried this thread on the download page and I was told to come here.

I am assuming you are talking about the NES games.
Anyway, not sure where to download but you can buy them with a copy of Metal Gear Solid 3: Substience(sp?) for like $20 used

NES ROMS?

http://www.vimm.net

vimm is your friend.

What are the emulators used for? They say you can use them to play NES games but where do you get the games to play on it.