What version of MAME is the Wii version based on as you need files that are intended for that version hence why only some of the roms hosted at EP work with the Wii version that will be based on a older version to what the roms are for here at EP
You need roms that are for the same version that the Wii port was based on
EDIT:-
MAME Wii is based on MAME 0.134u4
hotrod (this is the driver for the game) is not included in the list of roms for the Wii port that can be found at
http://toadking.com/wiimame-0.4.txt
but just in case I have attached the rom for that game