stop SHOUTING!
you might want to look at doing this the other way around: boot into mame, then run mamewah when you exit mame, something along the line of a batch file containing (assuming 1941 is your favorite game):
c:\mame\mame.exe 1941
c:\mamewah\mamewah.exe
I think that should be enough but if for some reason the batch file doesn't wait for mame to exit before launching mamewah, you should be able to replace the first line with:
start /wait c:\mame\mame.exe 1941