MAME's "original" encrypted set doesn't have these file, only 265-v1.bin and 265-v2.bin, both 8,388,608 bytes each. For some stupid reason MAME32K apparently wants the non-MAME version of KOF2002. You won't find this set on any sites that offer just basic MAME Neo-Geo sets. Besides, MAME32K is so old that it's no wonder that it lacks proper romset support.