Ah, ok. You just want to hide device sets but not games that use device ROMs. Then device and bios drop-down lists must be set to "Show Both".
You need catver.ini for the MAME build you're using. - get it here http://www.progettosnaps.net/catver - then place the file in "eldir\arcade\filters\" folder. You must restart the frontend to load the category info in the games list (if EL is loaded).
Some sets can only be hidden unchecking category filters. There's no way around that. If you uncheck "Utilities" category, all device sets that MAME doesn't tag as devices will be gone. That's why I added this category filter in the first place.