Arcade emulators are not like console emulators. You cannot simply use any MAME ROM with MAME 2003-Plus. The emulator expects the files inside the zip to have specific checksums and filenames.
Keep in mind that ROM sets can be large and may require significant storage space. Also, ensure you're downloading from reputable sources to avoid malware or corrupted files. mame 2003plus reference full nonmerged romsets link
A "merged" set consolidates these files, hiding clone variations inside the parent zip file to save space. A "split" set separates them. A "nonmerged" set, however, is the most user-friendly but space-heavy format. In a nonmerged set, every single game—whether it is a parent or a clone—is packaged as a completely standalone zip file. This eliminates the detective work required to figure out which dependencies a specific game needs to run. For the end-user, a nonmerged set offers a "plug-and-play" experience; if you have the zip file, you have the game. Arcade emulators are not like console emulators