Ok you've peaked my interest. When you have time your going to have to tell me how you pulled that one off. 
Have a think about it Howard, very simple

I just run 'mame romname -verifyroms' when the game is launched. If the result contains something like 'ROM NEEDS REDUMP', 'NO GOOD DUMP KNOWN' or 'NOT FOUND' then it shows the DOS box upon running the commandline.
Of course in theory it slows down the launching of the game a touch, but on a reasonable PC it is actually *very* quick at doing this

(edit: spelling)