ClrMAMEPro. The 0.139 DAT file from the progretto snaps site (All u dats are in the archive) A full current set of roms. The rollback set from the pleasuredome site.
All you need to do now is load up the DAT in clrMAME. Select Rebuilder and use the two roms folders for the sources. A couple of minutes later you'll have the full set.
There are a couple of guides on how to do this about. There's one on my site though it might be a bit old.