I checked my SMS "alexkidd.zip" and the correct bin name inside the zip file should be: alex kidd in miracle world (usa, europe) (v1.1).bin
PS: in any case, when you edit the ROMs paths, to minimize the variations, use the default "path slot" for the SMS ROMs (path #12)...
EDIT: your Alex Kidd ROM should be related to the Game Gear version (in this case the default "path slot" is path #13).