Ok, let me put this 'out there'.
Is there a simple, understandable reference on how to determine a) if you have a complete game for the specific MAME version you're running or b) what *exactly* is missing? For example, if I have "Game X" that when run, MAME says, "This is incomplete", how do I determine what is wrong? I've read that ROM files can have incorrect filenames (for what reason, I have no idea) and ones that are missing CHD's, and now, BIOS files. I've read up on a program called "ROM Lister" or something similar, and tried it, but I couldn't successfully navigate it - if it was even what I needed to fix my issues.
Another thing I wonder about is using different versions of MAME. For example, I have 0.139 (I believe) and I understand that 0.140 was just released. Is there a benefit to upgrade? Is there the possibility that it could render all (or some) of my presently functional ROM's inoperable?
Is there a 'be all and end all' wiki, or website, post, or information portal *somewhere* that could shed some light on what the layman would need to do to make their ROM(s) run? I'm seriously confused.

Edit: Wow. I might be a moron. I just Google'd "CHD ROM missing" and was brought to the MAMEWorld site. Specifically,
this page. I think I'll start doing some reading. If I suddenly 'see the light', I'll make a post. FYI, I'm going to start here, at the
"MAME GUIDE INDEX".