1) You could set up a media player 'emulator'. Basically the ROM Path becomes the path of your MP3's, Emulator Executable is a commandline media player etc...of course there are restrictions you could do without. Some of the guys have played around with this *much* more than me - try searching here for 'mp3 mamewah' etc (hint: I think the subject came up within the last week).
2) I have added next track / previous track shortcuts (actually next track already exists). BTW I have also added rewind & fast-forward shortcuts.
Ultimately tho, I have always maintained that MAMEWAH is not a jukebox - some of the arcade jukeboxes out there do a splendid job from what I gather, so IMO you are best off using one of those (launch from a separate 'PC Games/Apps' 'emulator').