How it works is when you click on a software, MESSUI should write that software item into the game's ini file, at the bottom where it says IMAGE DEVICES, next to the proper device. Then when you start the emulation either by double-clicking the driver or the software, it starts and loads whatever is listed in the ini file.

The problem is that MESSUI is no longer writing to the ini file. This is most likely due to breakage resulting from the recent options rewrite.