Naomi (all variants) BIOS on MAME

So, I was trying to run some games that actually require this bloody BIOS, so I've downloaded a lot of them throughout various websites but none of them works, I was trying to emualte King of Route 66 but with no success, I have the ROM and the BIOS in zip-files on the same directory, am I missing some file? It mentions that I could be missing a ROM or CHD image and I have no idea of what these things are (I mean, is there more things that I need to download?) because well... I only started using MAME today lol, can anyone help me please? The only game that I've tested so far that actually ran quite well was 1943: Kai (the one that only released in Japan)...

*No attachment because print screen doesn't work with the emulator lol*

CHD files are required, they contain the game and are a dump of none micro chip media like CD's or HDD's in this case it would be a dump of a GD-Rom commonly used with Dreamcast games

MAME although can run Naomi games does not do it well and even on the fastest PC it will run slugish to the point of being unplayable
Naomi emulation is best done via NullDC-Naomi or Demul you may also need a different dump from MAME's set depending on the emulator you use

Look at http://www.emuparadise.me/Sega_NAOMI_ROMs/30 for Naomi dumps for other emulators

Look at http://www.emuparadise.me/M.A.M.E._-...mulator_ROMs/7 to find the MAME CHD's just look for the game and scroll down a bit after selecting the game it should list required roms/CHD's/bios images ect anyway

CHD's always go in a folder that matches the parent rom name and that folder is stored in the roms folder

To add to what Zorlon said in MAME GUI forks like MAME Plus and MAME PPK you can have separate rom/CHD directories so you can keep them organized and tidy.