I have seen a few posts in this regard, but still have not been able to troubleshoot my problem. gx.dll is in the \Windows directory, and the rest of my directories are as follows:

\My Device\Program Files\MAMECE\
Roms are in
\My Device\Program Files\MAMECE\Roms\
dkong.zip
pacman.zip

Both of them show up on the select screen, but, when I try to Play the game, I get a black screen for a few seconds, followed by a return to the menu screen.

This is a manual install of MameCE 9.1, not the Mega version (cannot use the auto-installer because my desktop runs Win2000)

Thanks in advance for any suggestions/help