You're using the wrong romset. With MAME/NeoGeo/Arcade it's different compared to other systems. Lets say the roms have a version which is called romset, each emulator supports a version of the roms.
Just take a look at the following page:
https://github.com/retropie/retropie-setup/wiki/Managing-ROMs
You see the name of the emulator and which romset (version of the roms) it supports. Now lets say, you can convert them to other versions. You can do this with clrmamepro. The tutorial is right on that page on the link above. There is a video tutorial on the page, just follow along and you'll get it. I know it looks confusing but if you do it its pretty easy and simple.
Oh almost forgot. if you want to play neogeo games you need the NeoGeo bios files. Just use Google for this, we're not allowed to post links containing illegal files. But the first result in Google has the file. Put this file in the rom folder.
So lets say you're going to use the FBA emulator, you need to put the roms inside the FBA Roms folder, in this folder you also need to add the neogeo.zip (bios files). Oh and you never unzip MAME roms. They always need to be in a .ZIP file.
It's not that hard at all. The only thing I hated was the long upload time when I uploaded the entire romset to the Pi lol.