Thanks, so I'm assuming for something like xmvsf you need to have the "original" (large) file and the smaller file to run the "clone" game?
For your setup, yes.
What you probably have is what is known as split sets. This is the most common method in which all files are included in the parent set, and only files different from the parent files are included in the clone sets.
Another variation is merged - in this method, all roms for the clone and the parent set are contained in the parent.zip file and there are no clone.zip files. This is less popular, because you can't look at your rom list and know if you support xmvsf.
Finally, there is Not Merged - which is where all rom .zip files contain all the files needed to play the game. This is VERY unpopular now b/c you would need about 4-5 times the disk space (just an estimate) for rom storage.
Also you can use a mixture of these.
Final Notes - MAME doesn't really care how you set it up. I'm pretty sure if none of the files have the same name, you could unzip all your roms to the rom directory and MAME will still find what it needs and run. (Bad, bad idea, though).
Also, you can manually edit the files if you want to. For example, let's say xmvsf is the parent, but doesn't work, so you always play xmvsfa. You can unzip both files to separate directories, copy the xmvsf to the xmvsfa folder and re-zip and then delete xmvsf. Now MAME will work but your front-end might not (or might) see the files for xmvsf.