Please Help! My MAME not run game, Can you solve my problem?

When I double click a game in MAME window program, It's load a moment but suddenly It come out to MAME window. I'm confuse, Why don't go in the game. I'm setting the right directory of roms already. However, It's can run and play in another older computer. Can you help me???

Thanks,
player from THAILAND

I think i see whats going on, are you using Mame32 0.100?
You must also download the game(ROM) and place it in the Rom folder