you should be ok, as i said i am on a mac too and i have been using emulators since the days of mame .29, as well as pretty much every system out there, i have never had to use any other apps to decompress files.

bear in mind though, that mame roms should be left as zipped files, there is no need to unzip them. it may be that in the past you have got roms from an 'unmerged' set where if you don't have the parent rom with all the relevant files in it any variations wont run.