Not sure if this will work or not, but try:
exit_app_commandlines start explorer
I tried that but no luck yet. Here is my ini file:
### mamewah.ini (mamewah v1.62) ###
### (Global) Screen-Saver Settings ###
delay 60000
slide_duration 2
### Audio Settings ###
enable_sounds 1
sound_volume 80
music_path c:\music
enable_music 1
music_volume 100
### Movie Settings ###
intro_movie_file c:\intro
exit_movie_file
keep_movie_preview_aspect no
delay_before_movie_preview 2
music_movie_mix mute_movies
movie_volume 90
### Misc Settings ###
emulator_root_path
auto_setup_emulators 0
theme (Default Layout)
wrap_list 1
remember_current_game 1
keep_image_aspect 1
refresh_images 1
delay_before_history_dat 2
safe_mode 0
show_cursor 0
keyboard_led_states -,-,-
lcd_com_port 1
lcd_settings
exit_action choice
maxlogsize 100000
### External Application Settings ###
startup_app_commandlines
exit_app_commandlines
exit_and_run_app_commandlines
### Settings used by MAMEWAH ###
current_group
current_emulator mame
locked 0