I honestly haven't run into that issue... but it sounds like maybe you have the MAME BIOS files in the wrong location? Just for clarification, not game ROMs, although they're both file dumps of read-only-memory (ROM, *typically), they're really two separate things... MAME is not your regular drag and drop emulator; everything has to be properly named (files inside zips, as well as zips themselves) with the right hashes, and in the right locations. All the info is out there, just have to poke around a bit. Cheers.