Game Maker is impractical for making utility applications. It takes up too much memory and CPU, plus it requires DirectX 8. The runtime engine is designed for games, so you should probably only use it for such. MMF can do applications better, for it natively supports lots of Windows controls such as buttons, lists, the like, and it also takes less CPU. It's still rather impractical, though, with the amount of memory used (plus the fact that it still uses the drawing surface, which you can turn off only in the Developer version).