You have to learn about the basic ways how clrmame scans roms.

[rompath]\[setname]\[rom1 .... rom n] for unzipped files
[rompath]\[setname.zip] for zipped files.

I normally make 2 datfiles per good*set. One where you can keep your roms zipped separately and one where you can keep your roms unzipped in one single folder (or zipped in 1 zipfile e.g. "5200Ren").

Roman Scherzer
ClrMamePro