The obvious suggestion would be to get them from somewhere where they aren't missing files.
That is assuming you're not getting caught out by not getting the bios or parent sets. A standard mistake is to see different revisions of the same game and one zip is 10mb and the other is 1mb & deciding that downloading the smaller one is better.
It's hard for us to reverse engineer why you are having problems, we know how to do what it is you're trying to do. But we don't know what it is you're doing wrong.