So how do you tell what version of mame the rom you are downloading is for?
We're kindof in a gray area with the site rules here, so I'm going to word this vaguely, but it might get deleted anyway.
Most sites only support the current version (or maybe the previous version) - right now probably 0.112-0.114.
Some sites have "rollback" sets which will allow you to take a current set back to an earlier one.
Some burners offer complete sets from previous revisions.
Generally, this is okay - b/c if MAME 0.36 tigerh rom had roms a.u32, b.u54, c.u36, and MAME0.114 moved a.u32 to tigerhb.zip and left b.u54, c.u36 and new prom.u26 in tigerh - you can download ClrMAMEPro and if you have tigerh and tigerhb from MAME 0.112, it will make a 0.36 rom for you.
SIMPLER EXPLANATION: Generally, either new roms are added or existing roms are renamed. Rarely are existing roms removed or deleted. So using a new set with an older MAME version will work much better than trying to use an old set with a newer MAME version. (ClrMAME can locate and re-group and rename sets for you, but it can't add files that you don't have).
Where you run into problems is with roms that were intentionally deleted (Monaco GP, for example) or samples or previous version artwork - and basically, you're on your own here unless you find friends who happen to have them, or some non-mainstream websites.