Assuming mamewah parses .dat files you should NEVER have to manually make a million shortcuts. Use one of the three dat file makers on my site, point to your tables folder, and have it generate a dat. Poof! you have a list of the visual pinball tables. I don't see how you lanuch the games could have anything to do with making shortcuts.
For the record, the don't steal pinmame roms screen was added after countless emails of "Your wrapper doesn't work, I booted it up and just got a blank screen" only to find out that their machines sucked, it took forever to load a table, and since they were looking at a blank screen, they thought their computer had locked up. After I added it, those emails stopped, so apparently it was effective.
Well that and the misconception that visual pinball rom aren't illegal, just because they don't come with a table simulator.