Awesome.
Not sure if you use gamemanager.exe or @Scutters and mine program PinballX database manager.
But instead of having the filename without extension, user the filename with extension, add the extension manually,
If you have a lot of entries in the XML file (thats the file that PinballX uses. Located under <pinballx direcory>\databases\<system name>\<Filename>.xml ), you need to find a smart way to add .nes after every file name.
EDIT :
You can also do in settings.exe :
"[TABLEPATH]\[TABLEFILE].nes"
This forces .nes after every file. BUt you must make sure that you only have .nes files in this directory !