Nope, there shouldn't be any problem as long as you install the
system files on the new computer, then you can just copy the entire MAMEWAH folder over.
To make the migration easier you want to try and keep exactly the same paths. For example, if MAMEWAH is installed in C:\MAMEWAH, make sure it's C:\MAMEWAH on the other computer. The same holds true for any emulators.
-sab