have you extracted it properly into a fresh folder (no overwriting of an old install etc.)
have you tried running it from the commandline with the '-verbose' option to see where it fails?
you've not providing enough information for anybody to help you with this, it sounds very much like you've got mismatched support files tho which is usually a user error caused by trying to use non-official versions (and failing to mention that when asking for support thus wasting our time) or not extracting the entire package properly.
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Re: Apparent Direct 3d bug in mame64 202 (non patched)
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