Sometimes it can't hide the preparing table dialog. You'll just have to live with it. Also the lag is expected, especially on lesser machines. In the case of visual pinball the overhead for the wrapper is quite high. The best thing you can do is adjust the "How often to check for an exit key" option in the wrapper. You can set it quite high (1000 is every second) but the higher you set it, the longer you have to hold down the exit key for it to properly exit.