That seems sort of strange. I don't know your folder setup, so I don't want to throw out wild speculation as to why it wouldn't work with only the MskMgr.exe and the .bat file within the Chips folder. I know on my own machine, I never needed to move any ImageMagick files to the different folders. Regardless, I'm glad you got it to work
Regarding the deleting/renaming of the #-bmp folders: after the process works and you have your .png files, it doesn't matter what you do with the #-bmp folders. They were created so that you would have a backup of the original files if you forgot to make one beforehand. If the process does not work, and your 0-6 folders are empty, then you will need to rename the #-folders to their original #, but that should be the only time you have to rename them. If the #-bmp folders already exist before you run the .bat file, but they do not already have the .bmp/.a.bmp files, I don't know if it will work.
The .bat file has worked on every chip set I have tried so far (at least 10). As long as the files and folders are named the same way, it will work (yes, file and folder name matters. I was too lazy to make it dynamic).
The only reason I can think of that would cause it to not work on a regular basis, is if you were trying to make the conversions somewhere within your C:\ folder (i.e. C:\Program Files) if you have User Account Controls turned on. If enabled, the UAC prevents files from being written in certain protected folders without further permission from the user. My .bat file does not run with those special permissions, and therefore will not work in a folder restricted with UAC. You will instead have to move the files elsewhere, such as a folder within My Documents.
Sorry for the long post, I tried to cover all the points over the last couple of posts. I am subscribed to the thread, so I should be notified of any posts and will reply to them.