Your roms must be zipped up, so don't extract them. Just to be thorough, do your roms play in MAME correctly? GameEx uses MAME to check the roms and validate that they are correct for that version. If MAME reports that the rom is not valid, imperfect, etc. then GameEx will treat it differently (depending on how your filters are set up). If you set the filters in GameEx to show all games even if they don't work, they should all show up. BUT, if they don't work with your version of MAME, then it doesn't matter since it will crash back to GameEx after launching.