Help with mame chd files

I know you guys have probably been asked this question a million times but I trying to get the killer instinct chd files to work. And unfortunately I even read the informative thread on how to do it but the picture on chd killer intstinct is x out for me. I have the four chd files for killer instinct . I unzipped them but I cannot put them in one folder becasue they all have the same name. Do I have to change the name or make 4 separate folders please help. when I try to put one into the others folder it asked me to overwrite the existing chd file which I know is the wrong way to go about it.