Well, I'll split my replies answers to make it easier to read:
1) Is ROMset specific for MAME 0.180? I have recently downloaded the whole 0.180 ROMset and all CPS-2 ROMs work just fine, such as Street Fighter Alpha games.
2) You do need the qsound.bin in games that require them.
3)About the Neo Geo games, I guess you also need the latest BIOS to make the games work with MAME 0.180. I audited some The King of Fighters ROMs with an older BIOS and got a report of two missing firmwares, so I needed a more complete BIOS dump. After downloading the latest BIOS which included those additional files, I reaudited the Neo Geo ROMs and it was 100% OK. I could upload this BIOS if you want to give it a try.
4) MK4 runs on Midway Zeus arcade hardware, which is not properly emulated by MAME yet. Apparently, it's very hard to do reverse engineering on the code, and just for two games that run on it.