Do you have an ini file for each system, or just one (ini\mame.ini) ? an ini file for each system When you say it 'disappears', what do you mean? the messui closes, ends. What were you doing exactly when that happened? I tried to play Castlevania and others games on Nes machine with HLSL shaders, just with messui default settings mameui doesn't recognize nes roms, I don't know how run nes roms with mameui...
I'm new with messui and when I mark the HLSL box in propieties and after I run some machine the messui doesn't work and disappears, unchecking the box works again. I use HLSL with mameui without problems. I just want use HLSL default like the mameui, just with curved screen, scanlines.etc. Thank you!