I use clrmamepro with wine and I generate the dat using the windows binary from mamedev.org, no need to install mame the exe file is an autoextracting archive (you can extraxt it with fileroller too if you have 7zip installed), put it wherever you want, everything always worked fine.
Just be sure you have a drive defined with winecfg the points to your roms folder or a parent of it, for clrmamepro to be able to reach your roms.