ok..which rom?
i setup mame on this pc (.124) with an empty roms folder.
if i copy only enduror.zip into it, it works just fine
if i remove endoror.zip and try it with only either
enduror1.zip, endurobl.zip, or endurob2.zip, by themselves in the rom folder, none of them work..they all throw an error about missing files.
however if i have enduror.zip in the roms folder, then i can run any of the other 3 just fine.
so, which rom specifically are you trying to run? make sure that you are either runnign enduror.zip, or have it in the roms folder, even if that is not the one you are using.