Finding the CHD files for the a ROM

[Alejoboys]

Hello all I'm a newbie a this and having difficulties running ROM's some of them work but most of the say they are missing the CHD file. How can I determine what CHD file to use with one of the ROM's. For instance I have Street fighter Zero 3 Japan (sfz3jr2) it is telling me the game its okay but that its missing a ROM or CHD image.

[Dragon Mech]

what version of mame ( i.e. , 0.152, 0.153...etc) did you download the game from?

[PMJPlay]

Some ROMs depend on parent ROMs of the same game like to run Pac-Man you need the original Japanese version of Puckman.

You will need the original Street Fighter Zero 3 ROM (sfz3).

[Alejoboys]

I downloaded the ROM from 0.155 FULL, is there a particular section I need to download from? I am running MAME 0.164, also several of the games read that I'm missing the ROM or CHD image. There is a section here that reads CHD but when I go to those folders I get a bit confused. I also tried to search for sfz3 and could not locate. I appreciate the feed back and any other help that would steer me in the right direction.
Thanks Alzabo and Dragon Mech for your quick responses.

[PMJPlay]

Im sorry about the confusion of the ROM files before but I found out Street Fighter Zero 3 is actually a clone of Street Fighter Alpha 3 so you will need the parent ROM (sfa3) to make your ROM (sfz3j) work.

[Alejoboys]

I have downloaded the parent ROM and I'm still receiving a message reading that there are ROM or CHD images missing. What does this mean?? I have searched the CHD section looking for a match but found nothing. I must be doing something wrong.

[PMJPlay]

Do a rom audit and find out what its missing. I recommend doing this in MAMEUI. Copy and post me the results.