This is definately not a MAMEWAH problem: MAMEWAH launches MAME in exactly the same way as a comandline (open 'debug.log' in MW's folder to see for yourself).
Just to be sure, I did a similar check to you, here is what happened:
1) With 'resolution 640x480' in MAME.INI:
a) Commandline ran 'MAME sf2' - res changed to 640x480
b) MAMEWAH launched SF2 - res changed to 640x480
2) With 'resolution auto' in MAME.INI:
a) Commandline ran 'MAME sf2' - res changed to 800x600
b) MAMEWAH launched SF2 - res changed to 800x600
There must be something else causing the problem...but I really can't think what.

All I can suggest is double check your MAMEWAH setup for MAME...
As for your Windows moving position, I think this may be due to the resolution switching, MAMEWAH does not launch anything other than the emulator itself.