Okay, I found a problem after a lot of testing.
It works fine when you use standard tables (the ones which don't require roms to work, and so which don't rely on Vpinmame to work).
When you use tables which requires roms (near all old commercial ones), the table is sometimes in the background when you load it, so you have to use ALT-TAB several tab to get the focus on the right window (ALT + press TAB four times on my PC).
It don't happen everytime and it seems random, as I managed to get the right focus without needing to use ALT+TAB on a table, then a few tests later, with the same table, I had to use the trick to get the right focus.
The name of the windows where the focus have to be put on is "Visual Pinball Player".
So if someone have the skills to do an AutoIt script to fix that, I think it would be interesting for Visual Pinball users.
There is a script for PCSX2 which already do that (same problem of focus) but dunno if it (or parts of it) can be reused :
If NOT $CmdLine[0] = 1 Then Exit
HotKeySet("{ESC}", "Terminate")
$PID = Run ( "pcsx2-r5350.exe " & $CmdLineRaw )
while _WinWaitActivePID($PID)
sleep(500)
wend
While 1
Sleep(500)
WEnd
exit 0
Func Terminate()
While ProcessExists ( $PID )
ProcessClose ( $PID )
WEnd
Exit 0
EndFunc
Func _WinWaitActivePID($iPid)
While 1
Local $list = WinList()
For $i = 1 To $list[0][0]
If $list[$i][0] <> "" And IsVisible($list[$i][1]) Then
If WinGetProcess($list[$i][1]) = $iPid AND WinActive($list[$i][1]) Then Return $list[$i][0]
EndIf
Next
WEnd
EndFunc
Func IsVisible($handle)
If BitAND(WinGetState($handle), 2) Then
Return 1
Else
Return 0
EndIf
EndFunc
vp-01.jpg : After those tables are loaded with mGalaxy (most of the time)
vp-02.jpg : Focus on the right window (what you get once you've done ALT+TAB four times).