You may specify a property list key so that the application runs faceless (without an icon showing in the dock) in the background. Have a look
here . But currently there is no plist for SDLMAME, as it is not a bundled application. Changing that, we could also give it a nice icon for the app itself and associated files (ini and font file).
I think this would be the preferred way for launching games, too, as most users will probably be confused by seeing a new application show up in the dock automatically.
Of course, it wouldn't be very fast.
Speaking of icons, do you prefer a modern or classic all-in-one Mac as the basis for the icon of MacSDLMESS?
