For me, it seems to depend on the table.
I was originally using PinballWrapper, however, it suddenly started showing the VisualPinball screen when loading and to play the table I always had to minimise it manually (still haven't figured out why it's happening).
Anyway, I ended up using VP-Launch v2. Occasionally I get the box up with the options of quit to editor, etc and I find that if I press ESC again, I will end up back at Mamewah.
As an aside, I also tried VP-Launch v4 but couldn't get it working. Kept getting an error message regarding file couldn't be found.
So, I currently have tables loading okay, but I get a black screen instead of the nice splash screen that PinballWrapper has.