Having trouble with Kega

I'm trying to play some sega cd games through Kega and it keeps telling me to configure the USA BIOS...

can anyone tell me how to do this?

Having trouble understanding the documentation? (Also, are you sure this is the right forum?)
Read the text file that came with it. It tells you everything you need to know, how to do it, and where to get things.
Sounds like you need the Sega CD Bios. Do a search for it on google, and then look at the read me file for kega and it will explain how to set it up.