Just chiming in to simplify the chd update process (complete noob here):
1) Download the chd zip file (for one of the working games mentioned above)
2) The zip file download should be named exactly the same as the existing rom zip file in your Mame/rom folders (for example Killer Instinct 2 would already exist as kinst2.zip in Mame/roms in your merged or split roms set)
3) For your kinst2.zip file (chd download), you want to create a new windows folder called kinst2 (doesn't matter where in windows you do this, I did on my external drive where I have Mame running)
4) Extract the kinst2.zip file (chd download) and drag/copy&paste the chd you just extracted into the newly created kinst2 folder
5) Copy the kinst2 folder (which includes the chd) into the Mame/roms folder
6) This is where it's confusing b/c if you didn't create that new kinst2 windows folder, you would be trying to copy/paste over an existing Mame rom.
Hopefully this isn't more confusing to anyone seeing this.