I have also considered this, but after playing around with my menu maker I am not sure you can have to full screen apps running at the same time here. Especially as DB Pro is being used for both. They interfere with each other, and cause crashes. You should be able to lock the player controls in the next update, so you won't have that problem, but with Reloaded's memory issues, I think this is being a bit over hopeful.
Don't get me wrong it's just the sort of thing I want in my games
I'm a big Shenmue fan! I just don't think DB running with DB is the right way to go. However I have not TRIED to run a DB program from within Lua as yet, just from with a DB program. Just doing that, it seems to be a 50/50 chance of failing to run, so wasn't much impressed. AGK would be even less suited to this.
SPECS: Q6600 CPU. Nvidia 660GTX. 8 Gig Memory. Win 7.