The easiest way to generate a list that shows the rom name is by figuring what mame version you're using then downloading the dat file
This will work and there is nothing wrong with doing this, but for the benefit of anyone who reads this, I do not agree this is the 'easiest' way! It depends on what version of Mame you are running but for Mame v0.123 you should set:
list_generation_method rom_folder_vs_listxml
(Note: Mame versions prior to v0.84 should use rom_folder_vs_listinfo)
I say this is easier because you don't need to download a dat file, and you don't need to do anything if you replace your mame.exe with a newer version - just refresh the list.