Sounds like you either messed up the ROM path or you need to have it re-scan for ROMS. First off, if you put the ROMS in a folder named "roms" in the MAMEoX install directory then there is no need to change the ROM path. "D:" is a relative path on the XBox and is defined as the path from which the XBE was launched.
For example, if you had MAMEoX installed here:
f:\Emulators\MAMEoX\default.xbe
and the ROMS here:
f:\Emulators\MAMEoX\
Then this:
d:\roms\
is equal to this:
f:\Emulators\MAMEoX\roms\
Also, MAMEoX doesn't automatically pick up newly added ROMS. So if you added the ROMS after you started MAMEoX for the first time or you started MAMEoX and then edited the ROM path in the options menu then you need to bring up the main menu and select the option to scan ROMS. It will then re-scan all the ROMS paths you have defined and list the ROMS it finds.