Mame Won't Load a Game For Me. Help?

[Neon Streak]

When that error message comes up, it means what it says. It is missing a ROM however modern versions usually tell you what ROM is missing rather than the general message. If it is a recent version, it means that it is missing entirely.

It could mean the following:
1 ) There is a missing ROM file. The problem with MAME is that ROMs get updated and old dumps (mostly bad/incomplete but sometimes get renamed in recent versions to match the arcade board) are still lingering online because some people still use the old versions. Old versions that on many games have bad emulation. Rule of thumb, the more modern the ROM set, the higher chance that it would work on a recent version. e.g. If you have MAME 0.218 and the ROM is from 0.215 it would usually work however if the ROM dump is say 0.139 or even 0.78 (the so called MAME 2010 and 2003 reference sets), there is a high chance that it just won't work.
2 ) The zip file is misnamed, it should be captaven.zip (unless you happen to use an old version of MAME)
3 ) Some games have a separate BIOS, protection device or ROM file, usually the audit would tell you this. Many games now require this where it didn't before however stuff like the Neo Geo more or less always needed a BIOS.
4 ) Make sure that the ROM is at the roms folder.

Well the version of MAME I've been using is 0.182 (Which was the most recent version back in 2017 BTW) sooo...yeah. Is there a version of MAME that will run the game?