a couple words in there i think Robert overlooked, which turns this into an ultra newb question..
dont extract roms, unless there .7z or .RAR ,newer versions of mame maybe able to read 7zip, but I don't know, never tried.. anyway the rom files for a particular rom should be left in .zip format.
I don't use frontends, but I do know they may have there own directory designations, check if the specified rom dir in the frontend is the directory u put ur roms. and just a note, all these questions mayge answered in Mame's documents(docs folder), and or probably the frontends readme.
to Robert - I dont think theres much of a point pointing him to another forum, In MAMEs case, since I think they all function the same, its just a frontend for the base mame.
and I may not have played as many roms as some, but never encounted a set that requires 3 rom sets to function... what I'v typically noticed is, there is a 'parent' or 'master' Rom, whatever u want to call it.. and then a bunch of 'child' or 'clone' subsets for diff languages or revisions of the game... unless u were including BIOS/Driver/CHD images, that some games require to function.