Thanks for the responses. Indeed, as Rob pointed, the qsound.zip file was outdated, so I downloaded new ones from different servers, with dismal reasults. Eventually, after browsing for some time, I found which allowed me to play only the CPS2 vertical oriented games, (dimahoo and 19xx), probably a file from several mame versions ago. I do not know why horizontal roms are not loading.
From further reading via google I've learn't that, for some legal reason regarding copyrights, that file cannot be easily made publicly available on servers. Anyway, as time passes, recent versions of this file (whose content requirements are constantly chaged by the Mame Team every now and then) are eventually uploaded to the rom servers after some time.