You don't have to have them all, but be sure the ones you DO
have are the correct region (USA) and version number (latest). 

You can use Dolphin's "Generate MD5 Checksum" option to confirm
your ROM is valid. If the number it generates matches this document,
it is correct (if you can confirm the first few numbers match you're probably fine).

=====================================================================================
	Main ROMS:
=====================================================================================
Mario Party 4 (USA) (v1.01).iso
01de13ad52f1554975e7f316370ba086

Mario Party 5 (USA).iso
6b3699ee1f18447c4b2fabb3dd2ebf39

Mario Party 6 (USA).iso
010dece78287bcb8cafdeb15f035127a

Mario Party 7 (USA).iso
bd367c67fca5d93e581a43d1f61f4514

Mario Party 8 (USA) (v1.02).iso
944c3f7db81170c9d86fc73dab1da24b

Mario Party 9 (USA) (En,Fr,Es).iso
a9aa140b48e67ccdba9c7c9afc9884bc

Mario Party 2 (USA) (N64) (Virtual Console).wad
91837da646f7509910d2472ad81f9c8b

=====================================================================================
	Modded ROMs:
=====================================================================================
Mario Party 5 With Shops.iso
01d327cf53e1477a04dc6c52a154949a