No, the ROM works in PanMAME...so it oughta work in C4A.
Unless you'd like to PM me the file you are using, because the one I have works in PanMAME...so it should work in C4A, but doesn't.
I have clrmamepro, but, again, this is not an issue since the rom I have works on PanMAME...and I do have the neogeo.zip file in the rom file of C4A, too...so that isn't it.