If I were you, I would first verify that the path to your roms is correct. Any slight spelling variations?
c:\arcade\roms\mame
If no problems there, I would then open that roms folder, and actually open pacman.zip to see if you get an error and to verify that you see the files in pacman.zip that your error message is saying is missing. You will not see all the files in pacman.zip because some of the missing files it is reporting is also (usually) contained in puckman.zip. So in pacman.zip and puckman.zip, you should be able to see all the reported missing files.
*UPDATE
I notice that if the path to your roms is wrong in MAME.INI, then it doesn't matter if you specify the correct path to the roms on the command line. Therefore my guess is that you need to make sure that the mame.ini rom parameter is set to:
rompath c:\arcade\roms\mame
If you don't have a mame.ini file, you can create one from the command line by typing:
mame -cc