Just make one.
Like this
NeoGeo-CD.mgl:
<mistergamedescription>
<rbf>_Console/NeoGeo_cd</rbf>
<setname>NeoGeo-CD</setname>
</mistergamedescription>
Place it in the _Console directory.
Create /media/usb0/games/NeoGeo-CD and copy your CDs there.