GGPO is a program that allows playing ROMs online with others. ROMs are "dumps" or copies of console games´ cartridges. GGPO can be added to existing games to provide network gameplay support to the old consoles´ arcade-style games. The program uses a peer-to-peer topology to run a complete copy of any available game for each player, transmitting controller inputs over the network to keep these copies synchronized.
In order to install the program, you must have Adobe AIR installed. If you don´t, the program itself downloads the last version of Adobe AIR from the Internet, and then installs it. Then, you have to obtain an account. The program will allow to do that for free, again, using the Internet. One more thing: you´ll need to have the ROMs you want to play saved in the right folder, which is C:\Program Files\GGPO\roms\.
For some games, you will also need to download the save state file and put it in your GGPO savestates folder before trying to play. For example, for Jojo´s Bizarre Adventure you must download the save state file from http://ggpo.net/ss/jojobane_ggpo.fs
Once you´ve got everything properly configured, you can join any game, and you can play your selected game with other players around the world. Other players can challenge you, or you can challenge them. You can also watch others playing. If you want to chat with your opponent, you need to press the T key and then write what you want to say.