If using shortcuts from within mamewah isn't having the desired effect, you could try using batch files instead. Change your extension to .bat, and create batch files that call mame with the rom name. That way mamewah will call the batch file properly, and then lt it do the work. I'm pretty sure this would work, of course, you'd still have to create zillions of batch files...You could pretty easily script that, really, so maybe it wouldn't be that bad. I'm OK with separate lists, myself.
To create the batch files programmatically, for each rom in your roms directory:
- find the roms "real name" in your .dat file
- create a text file named "real name".bat (so you can display the real name instead of the romfile name)
- have the text in said batch file call mame with the rom's file name as a command-line option.
lather, rinse, repeat.
Would take no time at all to do in a shell script, although I don't personally know what windows/DOS tools let you parse text files easily. I'm sure they're out there, I'm just not a windows guy so I wouldn't know. If you have cygwin installed, its unix tools will certainly do the trick.