Then I start again that I probably don't understand how to do it. I try to explain. The new firmware is installed (M4 Firmware version 2.0.6). Should ROM files be copied to the root of the M4 with the whole folder? From that point then what should I do to install them? There is no executable file inside the folder located in the .zip file! Sorry for my poor technical and intellectual skills.
The best thing to do is to use the FLASH.BAS file and the ROM files from the first ZIP file abalore posted which contains the DSK images. Otherwise the files in the latest ZIP file can be used via the M4 web page where you need to upload the ROMs to the right slots on the ROMS page of the web interface. The ROM numbers are in Hexadecimal so slot 11 in the interface is actually file 0B. The RSX ROM file can be uploaded to any slot between 1 and 10 on the ROMS web page. The only other option is to manually upload the files using the flash commands that the M4 ROM provides.
It isn't necessary in either case to copy the files to the root of the M4 SD card.
What I did was extract the contents of the DSK files to my M4 SD card in a folder called Alcon2020Beta using WinApe and its Edit Disk feature.