Ditto..... Nice emulator!
AHK should do the job just fine. We are very fortunate in that the romname is displayed in the gamelist. So.... the ahk would need to:
1. Launch the emulator
2. Press Alt+F then R OR select file/run emulator in the menu (I believe there is support for both).
3. Look for the romname passed via command line in the gamelist containted on the "Select ROM" window, select it and either press enter or double-click the selection.
4. Press F8
5. Exit itself, leaving the game running.

However it still annoys me that in this day and age people are still making emulators that don't support command-line options! It's not like MAME and mame-cabs are the same obscure, unheard-of hobby that they were in the past. EVERYBODY should know at this point that if you make an emulator people are going to want to launch from a front-end and thus you should add command line options, which, I might add are EASY to add!!!