I gave up on DW Jukebox a long time ago because it kept running into trouble with my large music database. I have nearly 3000 albums or "collections" representing around 20000 individual tracks. I didn't find anything else that quite met my needs either.
So what I did was to use mplayer, a free command-line based media player that runs without a gui (you can have a gui if you want, but you have to compile it in!).
Then used MP3tag to curate my music collection and create playlists (.m3u files).
Used the playlists folders as "ROMS" folder for my MAME frontend to generate lists from. Made ROM extentions ".m3u"
Then ran the playlists with mplayer from a BAT file.
There is also a BAT file to issue a "kill" command (using nircmd, also free) to kill any current mplayer process, before launching the newly selected playlist.
By creating a shortcut to the "kill" BAT file, you can also make a key combination (I use CTRL-ALT-2) to kill any playlists currently running. This way you can also kill the music from default MAME controls.
It is simple but works well. One thing I never got around to working out was how to cue music playlists.