I downloaded the tz_94h.zip file for the ROMs for the Twilight Zone table and even put it in it's own
folder named tx_94h as suggested on this board but still got the message that ROMs were missing
or bad. Just on a hunch, I also downloaded tz_92.zip from Shiva's site. When I also unzipped those
ROMs into my \roms\tz_94h folder, I was finally able to get the game to play.

Only one file is in the tz_94h.zip file and nothing is mentioned of needing the ROMs in tz_92.zip.

This info may come in handy...