If apple2e appears in the list that means it is seeing the file at least. However MESS is expecting a ROM dump which is split into multiple files like the real motherboard chips and not a single "apple2e.rom". This should be pretty apparent from the error message which is quoting filenames like "342-0133-a.chr" which you clearly don't have.
You will need ROM zips prepared specifically for use with MESS, and for the appropriate version as the MESS requirements have changed over time. FYI the wording of the error message you quote was modified several versions ago so you are using a pretty out-of-date MESS version.
Last edited by Justin; 08/29/14 09:51 PM.