Problems Using Mame

Hi,
I have a problem and i dont know if that's a problem or that's the way it's supposed to be. Let me start:
When using MAME with my roms, it displays lots of files that i dont have (sorted in different sets).
is there a way to have MAME show only the game i have? I have been through the documentation and i didnt find a clear answer!
Thank

I use mame32. On the left hand side menu, there is an option called available(this will show only the "correct" games you have).