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Crathen i suggest trying mamehub, but even if you don't, then mame also changed certain Roms, and umk3 was one of them.
In the past, to play umk3, you needed the mk3 rom as a "parent" rom. We have recently discovered that mame can read umk3 as its own parent rom as long as the files from mk3.zip and umk3.zip are all packaged into a single zip named umk3.zip.
This is known as the "26 file" umk3 that we keep talking about. It is also the file that is REQUIRED to be patched (the 10 file version won't work online) so you can play UMK3TE online via mameppk 119 and beyond(including mame 156).
PM me if you are looking for more information.