If you have a "Mixed" set (some ROMs from 2006, some from 2008), they won't work. You need a tool called . You can load the MAME 0.119 executable into the tool, point it at your ROMs, and it will fix the headers and file structures to make them playable in that specific version.
The most important rule in MAME is:
Here is where most beginners get confused. You cannot simply download a random pacman.zip file from a random website and expect it to work with MAME 0.119. ROMs are version-specific. mame 0.119 roms
If you want to build a 0.119 setup: