that could be right, mame files are all zipped up and have funky names like that. Mame looks for the zip file not the extracted files inside so put them back in there. Also when it comes to mame you need to get the game to match the mame version. Each version of mame that comes out, has a new set of game files with it ( more or less). So if you have mame .140 you need the game version .140. Some games dont change so try leaving it in the zip file.
also there are merged and unmerged sets. If you just download one file you better be getting unmerged.