I've had this problem for a couple of months now - I think I've been ignoring it, hoping it'd go away, but it hasn't!
I've got Mamewah working totally fine with the others Emus I'm using, and Nebula is working great if I just start the .exe from Windows, no problem.
Here's what happens in Mamewah:
I select 'Neo' in my menu (For Nebula)
The games list loads fine, no problem
I click on a game
It goes into the loading screen for a split second
Back comes the menu in Mame exactly as it was a second ago.
I've treied messing with the settings in the Mamewah config file for Nebula, and with the 'VIDEO' settings in Nebula when run from the .exe in Windows.
I can't figure it out - even narrowing it down to a setting in Mamewah config, or a setting in Nebula would be progress. Common sense says if it works from the .exe in Windows, then it must be the way Mamewah is accessing it, unless it's a quirk of some other description. Anyone got a fix?
Thanks

Tony