First start with the obvious. Make sure your romsets match the version of MAME. Remember, all of these roms depend on the parent rom (mvsc) being correctly checked by MAME. If your version of MAME does not match the version the rom was intended for, straight away you could buggered.
As it happens, I have had a similar problem, and I may have to re-download some roms to make sure none of them are corrupt.
Secondly, I think there may be a problem between colour depth settings/resolutions my monitor can display and the resolution these games require. The reason I suspect this is because when I was setting up MAMEWAH on another PC and monitor, I copied the settings over from my other PC exactly. What I didn't realise is that I had cetain MAMEWAH layouts in 32-bit colour and other in 16-bit colour. What happened is that when I skipped to a layout in 32-bit colour, it displayed for a few seconds, then closed the the program. It turned out that this monitor could only display up to 24-bit colour. After changing the layouts to 16-bit colour, it was fine.
I've not tried it yet, but I suspect it may be similar for these games. As you can specify the default resolution for all games in a particular emulator in MAMEWAH, you may be over-riding MAME's preferred setting for that particular game. It seems to pass the rom-check OK, so it probably gets to the 'loaded' point and crashes MAME, returning you to MAMEWAH. I can't tell as it happens so fast, but this is probably what happens. Try and check this and resolve it. If you do, let me know!