Okay, seems I manage to finalize the script, here's the final (working) version :
;set the hotkey
HotKeySet("{Space}", "Start")
;display a bmp image as a splash screen
Local $sDestination = "image_1280-720.bmp"
SplashImageOn("Splash Screen", $sDestination, 1280, 720, 0, 0, 1)
;wait for the hotkey to be pressed
While 1
Sleep(0)
WEnd
;execute this action when the hotkey is pressed
Func Start()
SplashOff()
Run("cmd /c start C:\PinballArcadeUnleashed\PinballArcade.exe", "C:\PinballArcadeUnleashed\", @SW_HIDE)
Exit
EndFunc
Seems it only require "Exit" to close the script
If some peoples find some flaws in this script or have a better idea to do the same thing, feel free to comment because I'm not sure if it's a proper one (I don't know much about AutoIt and produced this script with some google search and by taking part of some other scripts).
Edit : I found a problem. If the path have a space in it with the "cmd", it fails, so I modified it this way :
;set the hotkey
HotKeySet("{ESC}", "Start")
;display a bmp image as a splash screen
Local $sDestination = "xpadder_hitman_blood_money.bmp"
SplashImageOn("Splash Screen", $sDestination, 1280, 720, 0, 0, 1)
;wait for the hotkey to be pressed
While 1
Sleep(0)
WEnd
;execute this action when the hotkey is pressed
Func Start()
SplashOff()
Run("cmd /c start PinballArcade.exe", "C:\PinballArcade Unleashed\", @SW_HIDE)
Exit
EndFunc
(renamed my directory "PinballArcadeUnleashed" to "PinballArcade Unleashed" to test and it's now working even with a space in the path).
To stop the splash screen and run the game with my 360 controller, I just changed "space" to "esc" in the autoit script as I have xpadder running in background with the "ESC" always binded to LT+Right Stick Button for MGalaxy (even when I play PC retail games, I never saw yet a game which required to use LT+Right Stick Button yet so that's never been a problem so far.
And for games which don't support the gamepad (games for which I wanted a splash screen), xpadder is configured to auto-load their own profiles when the .exe is loaded and the window active. If you use ALT+TAB to go back to the desktop, xpadder switch back to the default profile and if you use ALT+TAB to go back to the game window, xpadder switch back to the game profile, so that's pretty nice.