Just followed the TO FPGA Direct on VT and learned about Neo Geo CD support on the NeoSD Pro. Great stuff.
Couldn't find any info how to setup, so I just tried and want to share how I did it.
1. Download the necessary support files from the download page
It's actually a zip file, so just rename it to *.zip and extract the content.
It contains the required *.neo files for the CD images.
2. Copy the *.neo and CD image files to the root directory of the SD card
The name of the directory with CD image files (cue/iso/wav) must be the same as the *.neo file.
For example, "Crossed Swords II" requires the "cswords2.neo" file and a directory named "cswords2" with the CD image files.
3. The Neo Geo CD games show up in the NeoSD Pro games list with a "(CD)" suffix
For example, it will be listed as "Crossed Swords II (CD)".
NeoSD Pro CD Master List
A list of supported games can be found in this topic...
PS: Please provide the *.neo file for Thrash Rally (it has additional control options). Thx.