Your neogeo bios is out of date find a new up to date source for neogeo.zip, a lot of your other roms will also be out of date if you've sourced them from the same place.
As mame develops, new protection is cracked and new drivers written, roms are changed, updated and renamed (even redumped from new sources). your roms need to be compatible with the version number of mame you are running. Most sites that host them will specify what version of Mame they are designed to run with.
So you need to update your roms or find a source for up to date roms. The rules at this site prevent discussion of romsites or where to source material that's subject to copyright.
I'm sure this is a common problem for first time users of Mame. The game will not play, because that rom is not the complete game. You require a .chd for the game. .Chd files are image copies of the hard disk that later arcade machines use. You can find out which games requre these files by selecting the .chd filter from the left column. You need both the .zip and the .chd for the game to be playable.FileZilla UC Browser Rufus Place both in your Rom folder you have set up.