I -REALLY- wish people would use the search capability first, and reserve the new posts for "new" questions with some merit...
FLAME OFF!
You ---REALLY--- ---REALLY--- ---REALLY--- have to run the roms you download thru a ROMCHECKER like ROMCENTER.
Most roms depend upon other roms to operate. In the PC version of MAME, the software automatically grabs the roms from other zip files, when it needs them.
The Xbox CANNOT do this, so the entire set of roms for a game (or games) must be included in the single zip it is unpacking.
Romcenter and CLRMAME will generate a data file from the PC version of mame and use it to determine which roms belong to what game.
It can then "merge" or combine the roms into single, multiple or split zips. CLRMAME also permits you to add the BIOS roms (such as the NEOGEO.ZIP ones) into each and every NeoGeo game ONLY. It does all of this automatically without any tedious intervention from your part.
Download it.
Use it.
Love it.