Have you checked that you have the parent roms for all the games you are trying to play?.
Most arcade games have a number of variants (releases for different regions, newer revisions etc). What mame does is has a parent rom which is basically one version of the game which has all the core game files, then any other versions of the game just contain the few files that are different, this is called a clone.
Mame requires the parent rom for any of its clones to run. Mame32 will tell you in the game info pane if the game is a clone or parent rom.
AfterBurner also requires the AfterBurner II rom (which is the parent set in this case) so you need both aburner2.zip and aburner.zip to play after burner.
Die Hard Arcade requires the stvbios.zip, although its worth noting that it doesn't run that well in mame as STV emulation is still pretty ropey.
The Die Hard Arcade game rom was last updated in 0.124 (so only a few weeks ago) before that it wouldn't start so chances are if you are using the latest version of mame then the rom you have for the game is an older one which is why its reporting a missing crc.
Hope that helps.