Profiler->Create, use your MAME binary to get the data from, not a standalone dat
Settings->Setup rompath (and sample paths if you like)
Scanner->Choose your prefered merge mode and hit scan
The scan results tree window is all you have to care about, not the final stats screen. It shows in detail what is wrong with your collection. To fix the problems, enable the fix options.
If the statistic screen shows something like 0/0, you either haven't loaded a correct dataset or disabled all sets yourself.