Ok, I am going to give this app another try.  I know HK does some quality stuff, but for some reason I have not been able to get this to work.  I've had to compile the long way, but this looks nice if I can ever get it to work right.
Ok, I think where I get confused is... Is this only for MameUI?  I don't use MameUI, just regular Mame.  I guess I just don't check MameUI, eh?
Alrighty, I think it completed...  I got this error/warning, but I am assuming that is the reason for your post above.
Linking vmame.exe...
dinput.lib(dilib2.obj) : warning LNK4078: multiple '.text' sections found with different attributes (C0500040)
Next question...  If I want to do another compile; what files do I need to remove to start over on a compile?