It is hard to underestimate the convenience a standalone menu executable gives. Whether you want to distribute the app on a CD/DVD disk or on a USB stick, you only have to take one file that envelops all the data your autorun application requires.
However, there was a glitch, and those of you who often pack big files into a self-executable are already aware of it. The issue was long starting time of an application generated by Autoplay Menu Designer if a large-volume media was attached to it. It took long time for Windows to load the executable into the memory, so a user of the app didn't have a visual confirmation that the menu is really running.
Needles to say how irritating and counter-intuitive such behavior could be. And not only loading time is the problem here. Resident antivirus protection most of us have on the computer always checks running executables, and big ones may take forever to check for viruses, even despite you know for sure they are clean.