You have of course to add the files before converting to .cp2 files. I never did that, because I always had the correct sets, and thus didn't need to add xor files to the single ROMs. And for the CPS2 files, I used the latest Final Burn Alpha romset, and they don't work, and I don't know on which version FBA320 is build? Because CPS1 and NeoGeo ROMs from this set are just working fine.