It means you're using an old format CHD with a 'u' update of MAME. You can Google for CHDMAN, and once you have it, would need to go into the folder of the CHD that needs updating. Then you'll have to go to a command line prompt, and cd (change directory) to that ROM folder. Then when there, type:

chdman -update chdname.chd chdnamenew.chd

Then you can exit (type "exit") from the command line back to Windows, delete the old file and rename the new one. Then it should verify. :)