hmmm, i'm having the same issues too.
I've installed mame 0.184 and have a full 0.184 non-merged romset getting the same two errors as above.
After getting the same errors as dbalkz jsut above, I've edited my mame.ini rompath to the correct directory, made sure the box to unzip teh ROM file is unchecked, and now get the error message as the OP in his first post.
Any ideas of where I went wrong?
P.S. I think I see my problem. I grabbed a non-merged set instead of a split set. Am DL'ing a split set and while i'm at it, going for the new .185 set. We'll see if that makes a difference.