Sounds like you're missing one or more of the new (non-default) bios files in the neogeo.zip set. Some were added to neogeo.zip so you could play different bios versions of the games from the same rom set, just like the original cartridges worked (different pcbs with different bioses resulted in different games with the same cartridge). If you don't play those added bios locations, then you don't need them. However, mame32 doesn't take this into account, and thinks the neogeo.zip is incomplete, so all games that use this are marked as incomplete. Easiest if you find the missing file yourself.