This usually means you have the wrong version of the ROM for the 0.139u1 emulator.
Do not unzip individual game files; MAME reads them directly from the zip. Pack Roms Mame4droid 0.139u1
Searching for the right files can be tricky. Look for these specific terms on reputable archival sites: This usually means you have the wrong version
This version of MAME4droid is based on PC MAME 0.139u1 from 2010. Pack Roms Mame4droid 0.139u1