Gah, all I wanted to do was play Asteroids for research purposes, but it seems all my ROMS are out of date. :/
Yep - unfortunately you do need to keep them up-to-date.
In the last version Aaron added a built-in text based front-end which provides a basic game selector - so if you don't want Mame32 you can use this. Start it by running mame.exe (without a gamename) or via the Menu.