I was wondering when someone would ask this

You need to do this:
Create a folder and place in it Windows shortcuts (.LNK files) for all the games / apps you wish to run,
Load MAMEWAH,
Setup a free emulator:
Set the 'Emulator Executable' as 'PC',
Set the 'ROM Path' as the folder containing the shortcuts,
Pick 'ROM Folder Only' as the 'List Generation Method',
Refresh the list.
I think that's it.
Glad you like the update, I will probably be adding a shortcut key for adding games to custom lists at some point.