I haven't used a GUI Frontend for mame in ages. But if i remember correctly, Doesn't it tell you if the ROM in question requires a BIOS ??
IF not, mame has the ability to tell you on its own.
by entering in Command Prompt the following. . just "_Replace_These_" with the actual names in question
IIRC the command will tell you the name of the Source of the Files in Question in brackets.
IF the Source name is different than your Rom, Its usualy the name of a required ParentRom or Bios
Code:
"C:\_Path_To_Mame_\mame.exe" -rompath "C:\_Path_To_Roms_" -verifyroms "_Rom_Name_"
EDIT: Note, exclude ".zip" from the _Rom_Name when used in that cmd