Hey pixmanvegas
Are you using a separate MAME install for GameEx? IE is it different from the Evo install? The Evo install is very specific, where as the GX install is not. If you are using ONE MAME between them both, you will get conflicts, coz they will both try to overight the same files.
If running both ori GameEx AND Evo i would recommend keeping them entirely separate, including your entire MAME setup, that will include the MAME.exe, the roms, the .dats etc. Make two copies of everything MAME if you're running both GameEx AND GameEx Evo.