Hi NinjaRygar,
I don't have sets currently so i can't tell you what i 'do' but will try to give some answers.
Unfortunately windows has a limitation of 260chars for paths (256 actually) and we have some really long setnames in our collection because in some cases there are long values for some tnc fields (like a huge title or more info flag, etc).
Said that, the longest one is 181 chars and the following ones are smaller (170, 160, 150...), i'm not saying they are small because it is clearly that they are HUGE anyway unfortunately but they are manageable.
For you description i suppose you aren't using "compressed sets", so instead of having something like:
a) "C:\TOSEC\ISO\NeoGeo CD\Games\King of Fighters '98, The - The Slugfest (1998)(SNK)(JP)[!][King of Fighters '98, The - Dream Match Never Ends][NGCD-2420 MT A04, NGCD-2421].zip"
you have:
b) "C:\TOSEC\ISO\NeoGeo CD\Games\King of Fighters '98, The - The Slugfest (1998)(SNK)(JP)[!][King of Fighters '98, The - Dream Match Never Ends][NGCD-2420 MT A04, NGCD-2421]\King of Fighters '98, The - The Slugfest (1998)(SNK)(JP)(Track 01 of 40)[!][King of Fighters '98, The - Dream Match Never Ends][NGCD-2420 MT A04, NGCD-2421].iso"
"Compressed sets" option in clrmame means you have the sets stored in zips instead of folders, using it the actual length is up to the zip name, if not the romnames also count and you end up with even huge filenames. As you can see in the example, A) length is 174 chars against B) which is 331 (and breaks the limits).
So the solution is using this option and keep the sets in zipfiles, its not the better one i suppose and if you want to play them (and if there is no way to launch them in zip or mount them directly from the zip), then you need to extract those ones to folders with a smaller name

Clrmame Pro might have some troubles with the tmp / backup folders (not sure how it works) cause of these long filename but you have to try by yourself, what i described is what people with those sets use, my best suggestion is for you activate that option in rebuilder, mark remove matched sourcefiles and try to do a rebuild of your collection.
Good luck and let me know if it works, maybe this is something useful to add to a faq or so
