I too, had this issue. Took me a damn long time to figure it out. The GNGEO never successfully compiled. I used the instructions on: http://dhruvgairola.blogspot.com/2012/1 ... eogeo.html
MAKE SURE YOU INSTALL(configure; make; make install) ZLIB. IT IS NOT OPTIONAL.
Also: /usr/share/local/gngeo/ is wrong to copy your BIOS files, the correct path is: /usr/local/share/gngeo
You will also have to modify the emulationstation config file to use arm-linux-gngeo instead of just gngeo.
Hope that helps!